+3,514.9%
ABT vs PTEN
+1,927.4%
+1,587.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -2.7% |
| 7D | -3.1% | -1.0% | -2.1% | -3.1% |
| 30D | -2.1% | +29.3% | -31.4% | -3.7% |
| 3M | +17.4% | +7.2% | +10.2% | +16.6% |
| 6M | -2.4% | +43.5% | -45.9% | -5.1% |
| YTD | -14.2% | +113.2% | -127.5% | -18.7% |
| 1Y | -18.3% | +135.1% | -153.4% | -23.3% |
| 3Y | +11.5% | -4.8% | +16.3% | +9.2% |
| 5Y | -9.9% | +94.6% | -104.5% | -17.6% |
| 10Y | +204.4% | -24.2% | +228.6% | +173.5% |
| All | +3,514.9% | +1,927.4% | +1,587.5% | +2,487.8% |
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