+1,464.0%
NRG vs PTEN
+30.2%
+1,433.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | -0.2% | +2.8% | -3.0% | -0.9% |
| 30D | -6.8% | +17.6% | -24.4% | -10.9% |
| 3M | -7.1% | +8.2% | -15.3% | -10.2% |
| 6M | -27.6% | +38.1% | -65.7% | -35.3% |
| YTD | -29.2% | +117.3% | -146.5% | -44.2% |
| 1Y | -29.9% | +146.1% | -176.0% | -47.1% |
| 3Y | +198.7% | -3.0% | +201.7% | +175.4% |
| 5Y | +192.9% | +93.5% | +99.4% | +102.7% |
| 10Y | +1,084.1% | -16.8% | +1,100.9% | +651.7% |
| All | +1,464.0% | +30.2% | +1,433.8% | +574.0% |
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