+47.6%
GSK vs PTEN
-3.1%
+50.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.2% |
| 7D | -3.6% | -1.7% | -1.9% | -3.6% |
| 30D | -5.9% | +18.6% | -24.5% | -5.9% |
| 3M | -4.3% | +12.5% | -16.7% | -4.2% |
| 6M | -10.8% | +41.9% | -52.7% | -11.3% |
| YTD | +1.8% | +117.8% | -116.0% | -0.2% |
| 1Y | +23.5% | +145.3% | -121.8% | +20.7% |
| All | +47.6% | -3.1% | +50.8% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling