-12.5%
PEP vs TENB
-24.7%
+12.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.6% |
| 7D | +0.1% | -5.0% | +5.1% | 0.0% |
| 30D | +0.7% | -7.4% | +8.0% | +0.6% |
| 3M | -0.5% | +22.3% | -22.8% | -0.2% |
| 6M | -11.3% | +60.2% | -71.5% | -10.7% |
| YTD | -0.6% | +43.2% | -43.8% | +0.4% |
| 1Y | +1.7% | +8.2% | -6.5% | +3.7% |
| 3Y | -12.5% | -23.8% | +11.3% | -10.1% |
| All | -12.5% | -24.7% | +12.3% | -10.1% |
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