+37.2%
AMGN vs PTEN
+148.3%
-111.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.4% |
| 7D | -13.7% | +3.5% | -17.2% | -13.6% |
| 30D | -8.8% | +17.5% | -26.3% | -8.2% |
| 3M | +7.2% | +12.7% | -5.5% | +8.1% |
| 6M | +1.3% | +33.1% | -31.8% | +1.6% |
| YTD | +17.6% | +116.4% | -98.8% | +15.5% |
| 1Y | +37.2% | +141.2% | -104.0% | +34.0% |
| All | +37.2% | +148.3% | -111.1% | +34.0% |
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