+13.0%
PFE vs TENB
+1.3%
+11.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -4.3% | -1.7% | -2.6% | -4.2% |
| 30D | +2.7% | -8.3% | +11.0% | +3.2% |
| 3M | +10.0% | +26.2% | -16.2% | +7.3% |
| 6M | +7.2% | +60.2% | -53.0% | +2.0% |
| YTD | +17.3% | +43.1% | -25.8% | +12.5% |
| 1Y | +20.3% | +9.4% | +11.0% | +18.0% |
| 3Y | -1.6% | -23.9% | +22.2% | -1.4% |
| 5Y | -21.4% | -28.2% | +6.9% | -22.7% |
| All | +13.0% | +1.3% | +11.7% | -2.2% |
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