+12.0%
GEHC vs PTEN
-13.2%
+25.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -5.0% | -3.3% |
| 7D | -5.2% | -1.0% | -4.2% | -5.1% |
| 30D | -7.0% | +29.3% | -36.3% | -10.3% |
| 3M | +3.3% | +7.2% | -3.9% | +1.9% |
| 6M | -10.0% | +43.5% | -53.5% | -17.1% |
| YTD | -18.5% | +113.2% | -131.7% | -31.3% |
| 1Y | -14.4% | +135.1% | -149.5% | -30.0% |
| 3Y | +3.4% | -4.8% | +8.3% | -6.1% |
| All | +12.0% | -13.2% | +25.1% | +5.0% |
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