+361.5%
LLY vs PTEN
+88.2%
+273.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.3% |
| 7D | -3.1% | -1.0% | -2.1% | -3.1% |
| 30D | -5.1% | +29.3% | -34.4% | -5.9% |
| 3M | -2.1% | +7.2% | -9.3% | -2.4% |
| 6M | +13.8% | +43.5% | -29.7% | +11.7% |
| YTD | +5.1% | +113.2% | -108.2% | +0.8% |
| 1Y | +53.1% | +135.1% | -81.9% | +45.8% |
| 3Y | +95.6% | -4.8% | +100.5% | +91.5% |
| 5Y | +361.5% | +94.6% | +266.9% | +350.9% |
| All | +361.5% | +88.2% | +273.3% | +350.9% |
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 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