-10.0%
BDX vs PTEN
-3.7%
-6.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | -3.2% | +3.5% | -6.6% | -3.3% |
| 30D | -2.5% | +17.5% | -20.1% | -3.5% |
| 3M | +21.4% | +12.7% | +8.7% | +20.5% |
| 6M | +10.4% | +33.1% | -22.7% | +7.4% |
| YTD | +18.8% | +116.4% | -97.6% | +9.8% |
| 1Y | +21.7% | +141.2% | -119.5% | +10.8% |
| 3Y | -10.0% | -3.8% | -6.2% | -14.2% |
| All | -10.0% | -3.7% | -6.2% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling