+778.3%
NYT vs PTEN
+1,957.8%
-1,179.5%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -0.6% | +3.5% | -4.1% | -1.0% |
| 30D | +4.6% | +17.5% | -13.0% | +2.3% |
| 3M | -9.6% | +12.7% | -22.3% | -11.5% |
| 6M | -14.0% | +33.1% | -47.1% | -18.2% |
| YTD | -2.8% | +116.4% | -119.3% | -13.5% |
| 1Y | +15.6% | +141.2% | -125.6% | +0.9% |
| 3Y | +56.3% | -3.8% | +60.1% | +49.4% |
| 5Y | +39.5% | +92.7% | -53.2% | +16.7% |
| 10Y | +488.0% | -17.1% | +505.1% | +369.5% |
| All | +778.3% | +1,957.8% | -1,179.5% | +433.7% |
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