+968.5%
GSK vs PTEN
+1,889.0%
-920.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.9% |
| 7D | -1.8% | +0.7% | -2.5% | -1.9% |
| 30D | -2.2% | +31.2% | -33.4% | -4.1% |
| 3M | -1.8% | +2.0% | -3.8% | -2.3% |
| 6M | -10.6% | +42.4% | -53.0% | -13.4% |
| YTD | +4.4% | +109.2% | -104.8% | -1.6% |
| 1Y | +30.4% | +122.3% | -91.9% | +22.1% |
| 3Y | +60.1% | -5.6% | +65.6% | +56.5% |
| 5Y | +46.8% | +86.5% | -39.7% | +33.0% |
| 10Y | +79.2% | -22.1% | +101.4% | +58.2% |
| All | +968.5% | +1,889.0% | -920.5% | +704.9% |
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