+448.5%
XYL vs PTEN
-9.8%
+458.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.0% | +2.6% |
| 7D | +1.8% | -1.0% | +2.8% | +1.9% |
| 30D | -9.2% | +29.3% | -38.5% | -13.1% |
| 3M | -0.3% | +7.2% | -7.5% | -2.3% |
| 6M | -11.0% | +43.5% | -54.5% | -17.6% |
| YTD | -19.2% | +113.2% | -132.4% | -30.2% |
| 1Y | -21.2% | +135.1% | -156.3% | -33.4% |
| 3Y | +18.6% | -4.8% | +23.4% | +12.7% |
| 5Y | -14.3% | +94.6% | -108.9% | -32.4% |
| 10Y | +141.0% | -24.2% | +165.2% | +81.5% |
| All | +448.5% | -9.8% | +458.3% | +268.0% |
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 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