-25.0%
TEVA vs PTEN
-15.6%
-9.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | +2.0% | +3.5% | -1.5% | +1.3% |
| 30D | +1.0% | +17.5% | -16.6% | -2.4% |
| 3M | +7.3% | +12.7% | -5.4% | +3.8% |
| 6M | +21.7% | +33.1% | -11.4% | +12.3% |
| YTD | +18.8% | +116.4% | -97.6% | -1.6% |
| 1Y | +86.5% | +141.2% | -54.7% | +49.7% |
| 3Y | +269.4% | -3.8% | +273.2% | +245.0% |
| 5Y | +303.6% | +92.7% | +210.9% | +199.6% |
| All | -25.0% | -15.6% | -9.3% | -40.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling