+241.5%
XME vs PTEN
-30.9%
+272.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.3% |
| 7D | +3.6% | -1.0% | +4.6% | +4.0% |
| 30D | +3.6% | +29.3% | -25.7% | -7.2% |
| 3M | +1.2% | +7.2% | -6.0% | -3.9% |
| 6M | +9.0% | +43.5% | -34.5% | -10.7% |
| YTD | +15.9% | +113.2% | -97.3% | -20.1% |
| 1Y | +43.2% | +135.1% | -91.9% | -6.8% |
| 3Y | +137.4% | -4.8% | +142.2% | +109.1% |
| 5Y | +185.0% | +94.6% | +90.4% | +62.0% |
| 10Y | +409.5% | -24.2% | +433.7% | +183.0% |
| All | +241.5% | -30.9% | +272.5% | +31.8% |
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