+3,010.9%
NSC vs PTEN
+1,889.0%
+1,121.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -5.5% | +0.7% | -6.2% | -5.7% |
| 30D | -3.2% | +31.2% | -34.4% | -7.5% |
| 3M | +7.7% | +2.0% | +5.6% | +6.4% |
| 6M | +4.5% | +42.4% | -37.9% | -2.7% |
| YTD | +15.6% | +109.2% | -93.6% | +0.8% |
| 1Y | +19.8% | +122.3% | -102.5% | +2.9% |
| 3Y | +70.1% | -5.6% | +75.7% | +62.4% |
| 5Y | +46.1% | +86.5% | -40.4% | +18.9% |
| 10Y | +328.1% | -22.1% | +350.2% | +237.3% |
| All | +3,010.9% | +1,889.0% | +1,121.9% | +1,696.0% |
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