+19.0%
PFE vs TENB
+23.5%
-4.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | -1.8% |
| 7D | -2.1% | -7.0% | +4.9% | -1.6% |
| 30D | +3.1% | -0.6% | +3.7% | +3.0% |
| 3M | +11.2% | +10.9% | +0.2% | +9.8% |
| 6M | +15.0% | +95.4% | -80.3% | +7.8% |
| YTD | +23.5% | +74.5% | -50.9% | +16.4% |
| 1Y | +18.9% | +49.2% | -30.3% | +13.5% |
| 3Y | +18.7% | +9.7% | +9.0% | +15.6% |
| 5Y | -24.0% | -24.6% | +0.6% | -25.4% |
| All | +19.0% | +23.5% | -4.5% | +1.2% |
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