-7.4%
PEG vs TENB
+64.9%
-72.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.6% |
| 7D | +1.0% | -2.8% | +3.9% | +0.9% |
| 30D | +6.6% | +22.9% | -16.3% | +7.9% |
| 3M | -3.1% | +31.7% | -34.8% | -1.1% |
| 6M | -7.4% | +127.3% | -134.6% | -1.1% |
| YTD | -6.4% | +101.2% | -107.6% | -0.5% |
| 1Y | -7.4% | +68.7% | -76.2% | -1.5% |
| All | -7.4% | +64.9% | -72.4% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling