+114.3%
NWSA vs PTEN
-19.0%
+133.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.0% |
| 7D | -3.4% | -1.7% | -1.7% | -3.2% |
| 30D | +3.9% | +18.6% | -14.7% | +0.9% |
| 3M | +8.9% | +12.5% | -3.6% | +5.9% |
| 6M | +21.2% | +41.9% | -20.7% | +12.3% |
| YTD | +13.8% | +117.8% | -104.0% | -2.4% |
| 1Y | +1.4% | +145.3% | -143.9% | -15.4% |
| 3Y | +44.0% | -2.8% | +46.8% | +36.0% |
| 5Y | +40.5% | +93.4% | -52.9% | +10.8% |
| 10Y | +149.2% | -16.6% | +165.8% | +82.4% |
| All | +114.3% | -19.0% | +133.3% | +50.8% |
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