+3,537.3%
NTRS vs PTEN
+1,957.8%
+1,579.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +1.4% | +3.5% | -2.1% | +0.8% |
| 30D | -0.7% | +17.5% | -18.2% | -3.6% |
| 3M | +11.3% | +12.7% | -1.4% | +8.1% |
| 6M | +35.5% | +33.1% | +2.4% | +26.6% |
| YTD | +40.6% | +116.4% | -75.8% | +20.1% |
| 1Y | +49.2% | +141.2% | -92.0% | +24.2% |
| 3Y | +167.2% | -3.8% | +171.0% | +153.2% |
| 5Y | +94.9% | +92.7% | +2.2% | +54.7% |
| 10Y | +259.5% | -17.1% | +276.5% | +176.6% |
| All | +3,537.3% | +1,957.8% | +1,579.5% | +1,962.6% |
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 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