-22.3%
PINS vs TENB
+34.1%
-56.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | +1.1% |
| 7D | -6.9% | -10.8% | +3.9% | -2.3% |
| 30D | -11.4% | +0.9% | -12.3% | -13.0% |
| 3M | -22.2% | +14.3% | -36.6% | -29.6% |
| 6M | -10.9% | +92.2% | -103.1% | -39.2% |
| YTD | -26.8% | +78.3% | -105.1% | -49.4% |
| 1Y | -29.8% | +49.5% | -79.4% | -47.0% |
| 3Y | -39.0% | +12.2% | -51.2% | -48.5% |
| 5Y | -58.7% | -22.4% | -36.3% | -61.2% |
| All | -22.3% | +34.1% | -56.5% | -57.7% |
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