-13.1%
PCOR vs TENB
+9.3%
-22.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.2% | -0.5% |
| 7D | +22.2% | -8.0% | +30.2% | +27.6% |
| 30D | +36.0% | +5.0% | +31.0% | +30.1% |
| 3M | +34.0% | +20.0% | +14.0% | +15.9% |
| 6M | +43.5% | +100.0% | -56.5% | -13.2% |
| YTD | +5.1% | +85.6% | -80.5% | -34.1% |
| 1Y | -3.9% | +57.8% | -61.8% | -33.4% |
| 3Y | +52.9% | +17.6% | +35.3% | +25.1% |
| 5Y | -18.7% | -21.7% | +3.1% | -20.9% |
| All | -13.1% | +9.3% | -22.5% | -24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling