+1,242.0%
NLY vs PTEN
+27.8%
+1,214.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -4.0% | +3.5% | -7.5% | -4.4% |
| 30D | -5.2% | +17.5% | -22.8% | -7.1% |
| 3M | +2.8% | +12.7% | -9.9% | +0.8% |
| 6M | +4.2% | +33.1% | -28.9% | -0.7% |
| YTD | +4.7% | +116.4% | -111.8% | -6.2% |
| 1Y | +12.7% | +141.2% | -128.4% | -0.8% |
| 3Y | +62.5% | -3.8% | +66.3% | +56.1% |
| 5Y | +26.3% | +92.7% | -66.4% | +7.4% |
| 10Y | +81.0% | -17.1% | +98.0% | +46.4% |
| All | +1,242.0% | +27.8% | +1,214.2% | +757.6% |
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