+532.6%
PBR vs TENB
+1.4%
+531.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.8% |
| 7D | +2.5% | -5.0% | +7.4% | +3.2% |
| 30D | +19.4% | -7.4% | +26.7% | +20.3% |
| 3M | +20.8% | +22.3% | -1.5% | +15.0% |
| 6M | +23.5% | +60.2% | -36.7% | +11.2% |
| YTD | +83.4% | +43.2% | +40.2% | +67.6% |
| 1Y | +77.6% | +8.2% | +69.4% | +70.8% |
| 3Y | +99.9% | -23.8% | +123.6% | +101.3% |
| 5Y | +567.7% | -26.9% | +594.6% | +531.6% |
| All | +532.6% | +1.4% | +531.2% | +328.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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