+84.2%
JNJ vs PTEN
+87.9%
-3.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -3.5% | +3.5% | -7.0% | -3.6% |
| 30D | +2.3% | +17.5% | -15.2% | +2.0% |
| 3M | +12.0% | +12.7% | -0.7% | +11.7% |
| 6M | +10.5% | +33.1% | -22.6% | +9.8% |
| YTD | +30.4% | +116.4% | -86.0% | +28.2% |
| 1Y | +52.1% | +141.2% | -89.0% | +49.1% |
| 3Y | +77.8% | -3.8% | +81.6% | +76.8% |
| All | +84.2% | +87.9% | -3.7% | +82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling