+38.0%
PEG vs TENB
-32.3%
+70.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.7% | 0.0% |
| 7D | -0.9% | -7.1% | +6.2% | -0.6% |
| 30D | -2.8% | -15.4% | +12.6% | -2.2% |
| 3M | -6.9% | +19.5% | -26.4% | -8.0% |
| 6M | -11.4% | +54.8% | -66.2% | -13.6% |
| YTD | -7.4% | +36.1% | -43.5% | -9.1% |
| 1Y | -8.3% | +7.0% | -15.2% | -8.6% |
| 3Y | +31.5% | -27.6% | +59.1% | +33.2% |
| 5Y | +38.0% | -30.5% | +68.4% | +36.6% |
| All | +38.0% | -32.3% | +70.2% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling