+25.1%
NLY vs PTEN
+87.9%
-62.7%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -4.0% | +3.5% | -7.5% | -4.3% |
| 30D | -5.2% | +17.5% | -22.8% | -6.9% |
| 3M | +2.8% | +12.7% | -9.9% | +1.2% |
| 6M | +4.2% | +33.1% | -28.9% | -0.4% |
| YTD | +4.7% | +116.4% | -111.8% | -6.5% |
| 1Y | +12.7% | +141.2% | -128.4% | -1.3% |
| 3Y | +62.5% | -3.8% | +66.3% | +56.6% |
| All | +25.1% | +87.9% | -62.7% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling