+53.8%
PEP vs TENB
-3.6%
+57.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.8% | +0.3% |
| 7D | -1.4% | -7.1% | +5.8% | -0.9% |
| 30D | -0.2% | -15.4% | +15.1% | +0.8% |
| 3M | -4.3% | +19.5% | -23.8% | -6.0% |
| 6M | -13.2% | +54.8% | -68.0% | -16.7% |
| YTD | -1.9% | +36.1% | -38.0% | -5.2% |
| 1Y | -0.3% | +7.0% | -7.3% | -1.7% |
| 3Y | -13.6% | -27.6% | +14.0% | -12.7% |
| 5Y | +3.4% | -30.5% | +33.8% | +1.7% |
| All | +53.8% | -3.6% | +57.5% | +31.4% |
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