+124.3%
PM vs TENB
-24.7%
+149.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.1% |
| 7D | -1.3% | -5.0% | +3.7% | -1.6% |
| 30D | -2.6% | -7.4% | +4.8% | -2.8% |
| 3M | +5.8% | +22.3% | -16.5% | +7.4% |
| 6M | +10.6% | +60.2% | -49.6% | +14.2% |
| YTD | +17.2% | +43.2% | -26.1% | +20.7% |
| 1Y | +17.6% | +8.2% | +9.5% | +19.9% |
| 3Y | +124.3% | -23.8% | +148.0% | +127.5% |
| All | +124.3% | -24.7% | +149.0% | +127.5% |
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