+55.0%
PEP vs TENB
+3.0%
+51.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -1.4% | -9.1% | +7.7% | -0.8% |
| 30D | +0.2% | -4.9% | +5.1% | +0.4% |
| 3M | -1.1% | +16.9% | -18.0% | -2.7% |
| 6M | -13.5% | +68.0% | -81.5% | -17.5% |
| YTD | -1.2% | +45.6% | -46.7% | -4.9% |
| 1Y | -1.6% | +12.7% | -14.3% | -3.2% |
| 3Y | -12.5% | -24.4% | +11.9% | -11.8% |
| 5Y | +3.0% | -26.7% | +29.8% | +1.1% |
| All | +55.0% | +3.0% | +51.9% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling