-22.2%
PFE vs PTEN
+88.2%
-110.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.3% | -2.4% |
| 7D | -2.7% | -1.0% | -1.6% | -2.6% |
| 30D | +3.8% | +29.3% | -25.4% | +2.7% |
| 3M | +10.4% | +7.2% | +3.1% | +9.8% |
| 6M | +6.3% | +43.5% | -37.3% | +4.0% |
| YTD | +17.4% | +113.2% | -95.9% | +12.4% |
| 1Y | +21.1% | +135.1% | -113.9% | +15.2% |
| 3Y | -1.6% | -4.8% | +3.2% | -4.6% |
| 5Y | -22.2% | +94.6% | -116.8% | -16.1% |
| All | -22.2% | +88.2% | -110.3% | -16.1% |
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