+128.7%
PM vs TENB
-26.8%
+155.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -1.2% | -1.7% | +0.5% | -1.2% |
| 30D | -0.2% | -8.3% | +8.1% | -0.2% |
| 3M | +4.9% | +26.2% | -21.2% | +5.0% |
| 6M | +9.0% | +60.2% | -51.1% | +9.2% |
| YTD | +17.8% | +43.1% | -25.3% | +18.1% |
| 1Y | +16.8% | +9.4% | +7.5% | +17.5% |
| 3Y | +125.4% | -23.9% | +149.3% | +127.5% |
| 5Y | +128.7% | -28.2% | +156.9% | +126.8% |
| All | +128.7% | -26.8% | +155.5% | +126.8% |
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