+3,902.5%
BDX vs PTEN
+1,970.6%
+1,931.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.8% |
| 7D | -3.6% | -1.7% | -1.9% | -3.4% |
| 30D | +0.7% | +18.6% | -17.9% | -0.6% |
| 3M | +19.0% | +12.5% | +6.5% | +17.5% |
| 6M | +10.8% | +41.9% | -31.1% | +7.2% |
| YTD | +20.1% | +117.8% | -97.6% | +12.5% |
| 1Y | +23.1% | +145.3% | -122.3% | +14.0% |
| 3Y | -8.8% | -2.8% | -6.0% | -11.1% |
| 5Y | -1.4% | +93.4% | -94.8% | -10.9% |
| 10Y | +60.5% | -16.6% | +77.1% | +41.4% |
| All | +3,902.5% | +1,970.6% | +1,931.9% | +2,655.5% |
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