+123.0%
XRT vs PTEN
-15.6%
+138.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | -3.2% | +3.5% | -6.7% | -3.8% |
| 30D | -4.5% | +17.5% | -22.0% | -7.3% |
| 3M | -3.1% | +12.7% | -15.8% | -5.9% |
| 6M | +4.2% | +33.1% | -28.8% | -2.8% |
| YTD | -0.1% | +116.4% | -116.5% | -15.1% |
| 1Y | -3.0% | +141.2% | -144.2% | -19.7% |
| 3Y | +41.8% | -3.8% | +45.6% | +33.9% |
| 5Y | -1.3% | +92.7% | -94.0% | -21.9% |
| All | +123.0% | -15.6% | +138.6% | +63.0% |
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