+60.4%
AMGN vs PTEN
+135.2%
-74.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -1.6% |
| 7D | +1.1% | +0.7% | +0.4% | +1.2% |
| 30D | +7.8% | +31.2% | -23.4% | +9.0% |
| 3M | +27.3% | +2.0% | +25.2% | +27.9% |
| 6M | +16.8% | +42.4% | -25.6% | +16.1% |
| YTD | +36.3% | +109.2% | -72.9% | +33.5% |
| 1Y | +60.4% | +122.3% | -61.9% | +56.6% |
| All | +60.4% | +135.2% | -74.8% | +56.6% |
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