+60.2%
PEP vs TENB
+23.5%
+36.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -0.9% |
| 7D | -0.3% | -7.0% | +6.7% | +0.1% |
| 30D | +11.8% | -0.6% | +12.3% | +11.6% |
| 3M | +3.7% | +10.9% | -7.3% | +2.5% |
| 6M | -4.3% | +95.4% | -99.7% | -9.7% |
| YTD | +2.1% | +74.5% | -72.3% | -3.2% |
| 1Y | +2.5% | +49.2% | -46.7% | -1.5% |
| 3Y | -5.0% | +9.7% | -14.8% | -7.3% |
| 5Y | +2.9% | -24.6% | +27.5% | +1.5% |
| All | +60.2% | +23.5% | +36.7% | +34.1% |
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 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