+5,442.2%
JNJ vs PTEN
+1,970.6%
+3,471.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.9% |
| 7D | -3.0% | -1.7% | -1.3% | -2.9% |
| 30D | +2.5% | +18.6% | -16.1% | +1.5% |
| 3M | +13.2% | +12.5% | +0.8% | +12.2% |
| 6M | +11.3% | +41.9% | -30.6% | +8.5% |
| YTD | +31.1% | +117.8% | -86.7% | +24.6% |
| 1Y | +54.3% | +145.3% | -91.0% | +45.4% |
| 3Y | +81.1% | -2.8% | +84.0% | +77.6% |
| 5Y | +82.7% | +93.4% | -10.7% | +67.8% |
| 10Y | +196.5% | -16.6% | +213.0% | +165.6% |
| All | +5,442.2% | +1,970.6% | +3,471.5% | +4,204.9% |
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