+253.8%
PH vs TENB
-28.0%
+281.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | +0.4% | -5.0% | +5.4% | +1.1% |
| 30D | -10.8% | -7.4% | -3.4% | -10.1% |
| 3M | +8.5% | +22.3% | -13.8% | +4.1% |
| 6M | +3.9% | +60.2% | -56.2% | -5.4% |
| YTD | +9.4% | +43.2% | -33.8% | +1.2% |
| 1Y | +26.8% | +8.2% | +18.6% | +23.8% |
| 3Y | +140.8% | -23.8% | +164.6% | +146.9% |
| 5Y | +253.8% | -26.9% | +280.7% | +252.3% |
| All | +253.8% | -28.0% | +281.8% | +252.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling