+2,826.5%
MRK vs PTEN
+1,927.4%
+899.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.2% | -1.4% |
| 7D | -0.9% | -1.0% | +0.1% | -0.9% |
| 30D | +15.5% | +29.3% | -13.8% | +13.1% |
| 3M | +25.1% | +7.2% | +17.9% | +24.0% |
| 6M | +30.1% | +43.5% | -13.4% | +25.6% |
| YTD | +43.1% | +113.2% | -70.1% | +33.8% |
| 1Y | +82.5% | +135.1% | -52.6% | +68.9% |
| 3Y | +49.3% | -4.8% | +54.2% | +45.5% |
| 5Y | +130.3% | +94.6% | +35.6% | +105.4% |
| 10Y | +234.3% | -24.2% | +258.5% | +192.1% |
| All | +2,826.5% | +1,927.4% | +899.1% | +1,831.0% |
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