-4.4%
PEP vs TENB
+15.3%
-19.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | +0.3% |
| 7D | +1.1% | -9.3% | +10.4% | +0.8% |
| 30D | +13.6% | +5.3% | +8.3% | +13.8% |
| 3M | +5.1% | +13.5% | -8.3% | +5.5% |
| 6M | -1.6% | +101.5% | -103.1% | -0.1% |
| YTD | +3.3% | +82.4% | -79.1% | +5.4% |
| 1Y | +3.2% | +53.0% | -49.8% | +5.9% |
| All | -4.4% | +15.3% | -19.7% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling