+10.8%
BDX vs PTEN
+46.4%
-35.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +1.2% |
| 7D | -3.6% | -1.7% | -1.9% | -3.7% |
| 30D | +0.7% | +18.6% | -17.9% | +2.9% |
| 3M | +19.0% | +12.5% | +6.5% | +20.7% |
| 6M | +10.8% | +41.9% | -31.1% | +14.6% |
| All | +10.8% | +46.4% | -35.7% | +14.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling