-11.6%
ABT vs PTEN
+89.3%
-100.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.8% |
| 7D | -5.0% | +2.8% | -7.8% | -5.1% |
| 30D | -5.8% | +17.6% | -23.4% | -6.2% |
| 3M | +16.7% | +8.2% | +8.6% | +16.5% |
| 6M | -5.2% | +38.1% | -43.4% | -6.4% |
| YTD | -16.0% | +117.3% | -133.3% | -18.5% |
| 1Y | -18.3% | +146.1% | -164.3% | -21.3% |
| 3Y | +9.2% | -3.0% | +12.3% | +8.5% |
| 5Y | -11.6% | +93.5% | -105.0% | -10.2% |
| All | -11.6% | +89.3% | -100.9% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling