+65.7%
AMGN vs PTEN
+79.8%
-14.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -9.4% | +13.1% | +2.9% |
| 7D | +5.9% | -15.5% | +21.4% | +4.6% |
| 30D | +18.7% | -7.8% | +26.5% | +18.2% |
| 3M | +23.4% | +6.4% | +17.0% | +23.9% |
| 6M | +49.7% | -11.9% | +61.6% | +49.7% |
| YTD | +49.2% | +79.4% | -30.2% | +40.9% |
| 1Y | +65.7% | +84.9% | -19.2% | +55.0% |
| All | +65.7% | +79.8% | -14.1% | +55.0% |
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