+28.4%
NOC vs PTEN
-3.4%
+31.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.8% | +2.8% | -4.5% | -1.9% |
| 30D | -9.4% | +17.6% | -27.0% | -10.4% |
| 3M | -3.8% | +8.2% | -12.0% | -4.4% |
| 6M | -28.8% | +38.1% | -66.9% | -30.8% |
| YTD | -7.9% | +117.3% | -125.2% | -14.0% |
| 1Y | -9.0% | +146.1% | -155.1% | -16.2% |
| All | +28.4% | -3.4% | +31.7% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling