+78.3%
JNJ vs PTEN
-3.4%
+81.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.3% |
| 7D | -4.3% | +2.8% | -7.1% | -4.4% |
| 30D | +3.0% | +17.6% | -14.5% | +2.9% |
| 3M | +12.2% | +8.2% | +4.1% | +12.1% |
| 6M | +10.5% | +38.1% | -27.6% | +9.8% |
| YTD | +30.8% | +117.3% | -86.5% | +28.7% |
| 1Y | +54.9% | +146.1% | -91.2% | +52.0% |
| All | +78.3% | -3.4% | +81.7% | +78.1% |
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