-13.0%
NVS vs PTEN
+46.4%
-59.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | +0.1% |
| 7D | -15.4% | -1.7% | -13.7% | -15.4% |
| 30D | -12.3% | +18.6% | -30.9% | -10.7% |
| 3M | -7.8% | +12.5% | -20.3% | -7.8% |
| 6M | -13.0% | +41.9% | -54.8% | -8.0% |
| All | -13.0% | +46.4% | -59.4% | -8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling