+47.1%
PNR vs TENB
-9.4%
+56.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.7% | +1.0% |
| 7D | -6.0% | -12.1% | +6.1% | -3.4% |
| 30D | -14.0% | -18.6% | +4.6% | -10.5% |
| 3M | -21.7% | +12.1% | -33.8% | -24.7% |
| 6M | -37.3% | +46.8% | -84.1% | -44.0% |
| YTD | -45.1% | +28.0% | -73.1% | -49.7% |
| 1Y | -49.1% | -1.4% | -47.7% | -50.4% |
| 3Y | -14.8% | -33.9% | +19.1% | -10.6% |
| 5Y | -21.0% | -34.6% | +13.6% | -20.8% |
| All | +47.1% | -9.4% | +56.5% | +16.2% |
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