+24,777.2%
LLY vs PTEN
+1,568.7%
+23,208.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.3% | +0.1% |
| 7D | +1.4% | -2.2% | +3.5% | +1.5% |
| 30D | +21.5% | -8.0% | +29.6% | +22.0% |
| 3M | +18.5% | -5.0% | +23.5% | +18.5% |
| 6M | +49.1% | -10.6% | +59.7% | +49.3% |
| YTD | +34.4% | +75.5% | -41.1% | +27.7% |
| 1Y | +46.3% | +70.2% | -23.9% | +39.2% |
| 3Y | +145.5% | -3.7% | +149.2% | +139.1% |
| 5Y | +472.7% | +34.9% | +437.7% | +431.3% |
| 10Y | +2,050.0% | -41.4% | +2,091.4% | +1,842.6% |
| All | +24,777.2% | +1,568.7% | +23,208.5% | +18,887.5% |
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