-7.5%
NOC vs PTEN
+79.8%
-87.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -9.4% | +4.8% | -4.5% |
| 7D | -5.0% | -15.5% | +10.5% | -5.0% |
| 30D | +10.3% | -7.8% | +18.1% | +10.4% |
| 3M | -4.3% | +6.4% | -10.7% | -4.4% |
| 6M | -6.5% | -11.9% | +5.4% | -6.2% |
| YTD | -6.7% | +79.4% | -86.1% | -14.5% |
| 1Y | -7.5% | +84.9% | -92.4% | -15.5% |
| All | -7.5% | +79.8% | -87.3% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling