+142.8%
XYL vs PTEN
-15.6%
+158.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +1.2% | +3.5% | -2.3% | +0.7% |
| 30D | -11.9% | +17.5% | -29.5% | -14.2% |
| 3M | -1.5% | +12.7% | -14.3% | -4.1% |
| 6M | -11.9% | +33.1% | -45.0% | -17.1% |
| YTD | -20.6% | +116.4% | -137.0% | -30.9% |
| 1Y | -23.5% | +141.2% | -164.7% | -35.0% |
| 3Y | +14.9% | -3.8% | +18.6% | +9.3% |
| 5Y | -15.3% | +92.7% | -108.0% | -32.0% |
| All | +142.8% | -15.6% | +158.5% | +77.5% |
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