+481.9%
NYT vs PTEN
-15.6%
+497.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -0.6% | +3.5% | -4.1% | -0.9% |
| 30D | +4.6% | +17.5% | -13.0% | +2.8% |
| 3M | -9.6% | +12.7% | -22.3% | -11.0% |
| 6M | -14.0% | +33.1% | -47.1% | -17.2% |
| YTD | -2.8% | +116.4% | -119.3% | -11.3% |
| 1Y | +15.6% | +141.2% | -125.6% | +3.8% |
| 3Y | +56.3% | -3.8% | +60.1% | +51.3% |
| 5Y | +39.5% | +92.7% | -53.2% | +22.3% |
| All | +481.9% | -15.6% | +497.6% | +378.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling