+76.7%
GSK vs PTEN
-15.6%
+92.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -3.5% | +3.5% | -7.0% | -3.7% |
| 30D | -3.4% | +17.5% | -21.0% | -4.2% |
| 3M | -8.1% | +12.7% | -20.9% | -8.8% |
| 6M | -11.1% | +33.1% | -44.2% | -12.7% |
| YTD | +0.7% | +116.4% | -115.7% | -3.5% |
| 1Y | +20.1% | +141.2% | -121.0% | +14.4% |
| 3Y | +46.1% | -3.8% | +49.9% | +44.0% |
| 5Y | +48.2% | +92.7% | -44.5% | +38.3% |
| All | +76.7% | -15.6% | +92.4% | +52.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling