+4,140.3%
AZN vs PTEN
+1,965.8%
+2,174.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +2.0% | +1.7% |
| 7D | -3.1% | +2.8% | -5.9% | -3.3% |
| 30D | +0.6% | +17.6% | -17.0% | -0.6% |
| 3M | -10.8% | +8.2% | -19.0% | -11.5% |
| 6M | -18.1% | +38.1% | -56.2% | -20.5% |
| YTD | -12.3% | +117.3% | -129.5% | -17.5% |
| 1Y | -0.2% | +146.1% | -146.3% | -7.2% |
| 3Y | +23.4% | -3.0% | +26.4% | +20.4% |
| 5Y | +56.4% | +93.5% | -37.1% | +41.8% |
| 10Y | +225.7% | -16.8% | +242.4% | +187.6% |
| All | +4,140.3% | +1,965.8% | +2,174.5% | +3,127.5% |
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