-40.1%
NCLH vs PTEN
-11.4%
-28.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.1% | -5.6% | -4.2% |
| 7D | -4.6% | -1.7% | -3.0% | -4.2% |
| 30D | -19.9% | +18.6% | -38.5% | -24.6% |
| 3M | -22.0% | +12.5% | -34.4% | -27.1% |
| 6M | -28.3% | +41.9% | -70.2% | -40.1% |
| YTD | -33.5% | +117.8% | -151.3% | -52.7% |
| 1Y | -41.5% | +145.3% | -186.8% | -60.4% |
| 3Y | -8.9% | -2.8% | -6.1% | -19.6% |
| 5Y | -40.5% | +93.4% | -133.9% | -62.9% |
| 10Y | -57.0% | -16.6% | -40.4% | -79.5% |
| All | -40.1% | -11.4% | -28.7% | -70.5% |
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 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