+15.0%
NYT vs PTEN
+135.2%
-120.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.3% |
| 7D | -1.3% | +0.7% | -2.0% | -1.2% |
| 30D | +2.7% | +31.2% | -28.5% | +4.0% |
| 3M | -10.3% | +2.0% | -12.3% | -10.4% |
| 6M | -16.6% | +42.4% | -59.0% | -15.5% |
| YTD | -2.3% | +109.2% | -111.5% | -0.7% |
| 1Y | +15.0% | +122.3% | -107.3% | +16.1% |
| All | +15.0% | +135.2% | -120.2% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling