+3,907.0%
NUE vs PTEN
+1,970.6%
+1,936.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.1% |
| 7D | -2.3% | -1.7% | -0.6% | -1.9% |
| 30D | -6.1% | +18.6% | -24.7% | -10.0% |
| 3M | +1.7% | +12.5% | -10.8% | -2.2% |
| 6M | +53.1% | +41.9% | +11.2% | +37.7% |
| YTD | +59.0% | +117.8% | -58.7% | +28.8% |
| 1Y | +85.3% | +145.3% | -60.0% | +44.8% |
| 3Y | +63.2% | -2.8% | +66.0% | +53.4% |
| 5Y | +146.8% | +93.4% | +53.4% | +84.7% |
| 10Y | +584.3% | -16.6% | +600.9% | +400.4% |
| All | +3,907.0% | +1,970.6% | +1,936.4% | +1,892.3% |
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