+500.1%
XRT vs PTEN
-30.9%
+531.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.5% |
| 7D | -0.3% | -1.0% | +0.8% | -0.1% |
| 30D | -5.6% | +29.3% | -34.9% | -10.7% |
| 3M | +2.5% | +7.2% | -4.7% | -0.1% |
| 6M | +3.7% | +43.5% | -39.9% | -6.1% |
| YTD | +1.0% | +113.2% | -112.3% | -16.1% |
| 1Y | -1.2% | +135.1% | -136.3% | -20.1% |
| 3Y | +43.4% | -4.8% | +48.2% | +34.5% |
| 5Y | -0.7% | +94.6% | -95.3% | -25.2% |
| 10Y | +123.7% | -24.2% | +147.9% | +64.5% |
| All | +500.1% | -30.9% | +531.0% | +208.7% |
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 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