+6,597.7%
NOC vs PTEN
+1,970.6%
+4,627.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.8% |
| 7D | -1.6% | -1.7% | +0.1% | -1.4% |
| 30D | -10.4% | +18.6% | -29.0% | -11.9% |
| 3M | -5.6% | +12.5% | -18.1% | -7.1% |
| 6M | -30.4% | +41.9% | -72.3% | -33.3% |
| YTD | -8.5% | +117.8% | -126.3% | -15.9% |
| 1Y | -8.3% | +145.3% | -153.7% | -17.0% |
| 3Y | +28.2% | -2.8% | +31.0% | +24.1% |
| 5Y | +56.7% | +93.4% | -36.7% | +38.2% |
| 10Y | +189.3% | -16.6% | +205.9% | +147.8% |
| All | +6,597.7% | +1,970.6% | +4,627.1% | +4,329.3% |
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