+536.2%
XRT vs PTEN
-41.8%
+578.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -2.3% |
| 7D | -0.4% | +7.2% | -7.7% | -1.8% |
| 30D | +7.5% | -7.4% | +14.9% | +8.4% |
| 3M | +2.3% | -2.4% | +4.7% | +1.7% |
| 6M | +12.8% | -10.0% | +22.9% | +12.5% |
| YTD | +7.1% | +79.7% | -72.7% | -8.7% |
| 1Y | +12.3% | +86.5% | -74.2% | -5.2% |
| 3Y | +57.0% | -1.4% | +58.4% | +45.2% |
| 5Y | -4.3% | +43.9% | -48.2% | -23.5% |
| 10Y | +136.7% | -40.0% | +176.7% | +82.1% |
| All | +536.2% | -41.8% | +578.0% | +235.6% |
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