+20.1%
GSK vs PTEN
+148.3%
-128.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -3.5% | +3.5% | -7.0% | -3.4% |
| 30D | -3.4% | +17.5% | -21.0% | -2.8% |
| 3M | -8.1% | +12.7% | -20.9% | -7.5% |
| 6M | -11.1% | +33.1% | -44.2% | -10.8% |
| YTD | +0.7% | +116.4% | -115.7% | -2.8% |
| 1Y | +20.1% | +141.2% | -121.0% | +16.5% |
| All | +20.1% | +148.3% | -128.2% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling