+1,106.7%
XLY vs PTEN
+871.3%
+235.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | -1.7% | +3.5% | -5.2% | -2.2% |
| 30D | -4.2% | +17.5% | -21.7% | -6.4% |
| 3M | -2.7% | +12.7% | -15.4% | -4.9% |
| 6M | -0.6% | +33.1% | -33.7% | -6.0% |
| YTD | -5.0% | +116.4% | -121.5% | -16.3% |
| 1Y | -4.1% | +141.2% | -145.3% | -17.1% |
| 3Y | +33.6% | -3.8% | +37.4% | +27.7% |
| 5Y | +28.7% | +92.7% | -64.0% | +6.8% |
| 10Y | +219.6% | -17.1% | +236.7% | +154.1% |
| All | +1,106.7% | +871.3% | +235.4% | +639.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PTEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling