+225.6%
PM vs TENB
+3.0%
+222.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -4.9% | -9.1% | +4.2% | -4.4% |
| 30D | -3.4% | -4.9% | +1.5% | -3.2% |
| 3M | +5.2% | +16.9% | -11.8% | +3.7% |
| 6M | +3.7% | +68.0% | -64.3% | -0.5% |
| YTD | +15.8% | +45.6% | -29.8% | +12.1% |
| 1Y | +17.4% | +12.7% | +4.6% | +15.7% |
| 3Y | +116.9% | -24.4% | +141.3% | +118.4% |
| 5Y | +117.3% | -26.7% | +144.0% | +112.5% |
| All | +225.6% | +3.0% | +222.5% | +171.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling