-99.2%
NVD vs PTEN
+0.8%
-100.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.3% | +2.6% |
| 7D | +0.5% | -1.7% | +2.2% | -0.1% |
| 30D | -9.3% | +18.6% | -27.9% | -3.5% |
| 3M | -22.1% | +12.5% | -34.5% | -18.3% |
| 6M | -45.8% | +41.9% | -87.7% | -37.2% |
| YTD | -46.7% | +117.8% | -164.5% | -24.1% |
| 1Y | -59.5% | +145.3% | -204.8% | -38.1% |
| 3Y | -99.2% | -2.8% | -96.4% | -98.7% |
| All | -99.2% | +0.8% | -100.0% | -98.7% |
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