+132.2%
XRT vs PTEN
-40.1%
+172.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -2.2% |
| 7D | -0.4% | +7.2% | -7.7% | -1.6% |
| 30D | +7.5% | -7.4% | +14.9% | +8.2% |
| 3M | +2.3% | -2.4% | +4.7% | +1.7% |
| 6M | +12.8% | -10.0% | +22.9% | +12.7% |
| YTD | +7.1% | +79.7% | -72.7% | -6.9% |
| 1Y | +12.3% | +86.5% | -74.2% | -3.1% |
| 3Y | +57.0% | -1.4% | +58.4% | +46.7% |
| 5Y | -4.3% | +43.9% | -48.2% | -20.8% |
| All | +132.2% | -40.1% | +172.4% | +77.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling