+144.9%
PM vs TENB
+12.6%
+132.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +0.4% |
| 7D | -6.6% | -10.8% | +4.2% | -7.1% |
| 30D | -3.4% | +0.9% | -4.3% | -3.1% |
| 3M | +5.3% | +14.3% | -9.0% | +6.6% |
| 6M | +15.5% | +92.2% | -76.7% | +21.7% |
| YTD | +24.3% | +78.3% | -54.1% | +30.8% |
| 1Y | +29.7% | +49.5% | -19.8% | +35.2% |
| 3Y | +144.9% | +12.2% | +132.7% | +148.1% |
| All | +144.9% | +12.6% | +132.3% | +148.1% |
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