+20.6%
PFE vs TENB
+31.4%
-10.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -0.8% |
| 7D | -3.3% | -8.0% | +4.7% | -2.8% |
| 30D | +4.9% | +5.0% | -0.1% | +4.4% |
| 3M | +10.8% | +20.0% | -9.2% | +8.9% |
| 6M | +17.5% | +100.0% | -82.5% | +10.0% |
| YTD | +25.3% | +85.6% | -60.3% | +17.5% |
| 1Y | +27.7% | +57.8% | -30.2% | +21.4% |
| 3Y | +19.6% | +17.6% | +2.0% | +15.9% |
| 5Y | -19.0% | -21.7% | +2.7% | -20.6% |
| All | +20.6% | +31.4% | -10.8% | +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 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