+16.5%
NYT vs PTEN
+79.8%
-63.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.4% | +8.4% | -1.1% |
| 7D | -3.9% | -15.5% | +11.6% | -4.2% |
| 30D | +4.3% | -7.8% | +12.1% | +4.2% |
| 3M | -11.7% | +6.4% | -18.1% | -11.4% |
| 6M | -14.4% | -11.9% | -2.6% | -15.0% |
| YTD | -3.0% | +79.4% | -82.4% | -3.6% |
| 1Y | +16.5% | +84.9% | -68.4% | +15.9% |
| All | +16.5% | +79.8% | -63.3% | +15.9% |
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