+625.8%
NTAP vs PTEN
-15.6%
+641.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.4% | +8.9% | +8.6% |
| 7D | +7.4% | +3.5% | +3.9% | +6.7% |
| 30D | -1.4% | +17.5% | -18.9% | -4.5% |
| 3M | +24.6% | +12.7% | +11.8% | +20.9% |
| 6M | +105.9% | +33.1% | +72.8% | +92.4% |
| YTD | +88.5% | +116.4% | -27.9% | +60.5% |
| 1Y | +62.1% | +141.2% | -79.1% | +34.5% |
| 3Y | +169.1% | -3.8% | +172.8% | +154.6% |
| 5Y | +141.9% | +92.7% | +49.2% | +88.9% |
| All | +625.8% | -15.6% | +641.4% | +419.6% |
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