+85.6%
XOP vs PTEN
-30.9%
+116.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.3% | +0.6% |
| 7D | +0.6% | -1.0% | +1.6% | +1.1% |
| 30D | +16.5% | +29.3% | -12.8% | +0.4% |
| 3M | +15.7% | +7.2% | +8.5% | +9.3% |
| 6M | +19.2% | +43.5% | -24.3% | -5.5% |
| YTD | +55.0% | +113.2% | -58.3% | -2.2% |
| 1Y | +54.2% | +135.1% | -80.9% | -9.3% |
| 3Y | +35.9% | -4.8% | +40.7% | +22.2% |
| 5Y | +162.4% | +94.6% | +67.8% | +38.4% |
| 10Y | +50.2% | -24.2% | +74.4% | -3.9% |
| All | +85.6% | -30.9% | +116.5% | -12.1% |
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