+10,040.4%
AMGN vs PTEN
+1,970.6%
+8,069.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.7% |
| 7D | -11.6% | -1.7% | -10.0% | -11.5% |
| 30D | -5.7% | +18.6% | -24.3% | -7.2% |
| 3M | +14.2% | +12.5% | +1.8% | +12.5% |
| 6M | +5.2% | +41.9% | -36.7% | +0.9% |
| YTD | +22.0% | +117.8% | -95.8% | +12.4% |
| 1Y | +43.6% | +145.3% | -101.7% | +30.4% |
| 3Y | +65.0% | -2.8% | +67.8% | +59.8% |
| 5Y | +112.0% | +93.4% | +18.6% | +85.7% |
| 10Y | +216.6% | -16.6% | +233.1% | +168.5% |
| All | +10,040.4% | +1,970.6% | +8,069.8% | +6,185.5% |
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