+73.4%
PGR vs TENB
-34.6%
+108.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.0% | +6.7% | +0.9% |
| 7D | -0.6% | -12.1% | +11.5% | 0.0% |
| 30D | +4.9% | -18.6% | +23.6% | +5.9% |
| 3M | +7.6% | +12.1% | -4.4% | +6.6% |
| 6M | +8.3% | +46.8% | -38.6% | +5.1% |
| YTD | +1.7% | +28.0% | -26.2% | -0.5% |
| 1Y | -6.8% | -1.4% | -5.4% | -7.3% |
| 3Y | +73.4% | -33.9% | +107.4% | +77.3% |
| All | +73.4% | -34.6% | +108.0% | +77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling