+189.8%
NOC vs PTEN
-15.6%
+205.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.8% | +3.5% | -2.7% | +0.5% |
| 30D | -9.7% | +17.5% | -27.2% | -10.9% |
| 3M | -5.6% | +12.7% | -18.4% | -6.9% |
| 6M | -28.6% | +33.1% | -61.7% | -30.8% |
| YTD | -7.9% | +116.4% | -124.3% | -14.4% |
| 1Y | -9.5% | +141.2% | -150.7% | -17.0% |
| 3Y | +28.4% | -3.8% | +32.2% | +24.9% |
| 5Y | +59.0% | +92.7% | -33.8% | +43.9% |
| All | +189.8% | -15.6% | +205.5% | +154.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling