-14.4%
PCOR vs TENB
+5.5%
-19.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +2.2% |
| 7D | +22.7% | -17.0% | +39.7% | +35.4% |
| 30D | +37.5% | +8.2% | +29.3% | +29.1% |
| 3M | +35.2% | +16.5% | +18.7% | +18.9% |
| 6M | +42.2% | +99.1% | -56.9% | -13.9% |
| YTD | +3.6% | +79.0% | -75.5% | -33.8% |
| 1Y | -4.8% | +53.9% | -58.6% | -33.1% |
| 3Y | +48.3% | +13.8% | +34.5% | +23.6% |
| 5Y | -20.1% | -24.4% | +4.3% | -20.7% |
| All | -14.4% | +5.5% | -19.9% | -24.5% |
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