+11.5%
PPG vs TENB
-3.6%
+15.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.9% | -1.2% |
| 7D | -5.1% | -7.1% | +2.0% | -4.0% |
| 30D | -9.6% | -15.4% | +5.8% | -7.4% |
| 3M | -6.4% | +19.5% | -25.9% | -10.2% |
| 6M | +0.5% | +54.8% | -54.3% | -8.7% |
| YTD | +4.4% | +36.1% | -31.7% | -3.5% |
| 1Y | -0.9% | +7.0% | -7.9% | -4.1% |
| 3Y | -17.0% | -27.6% | +10.6% | -15.2% |
| 5Y | -23.7% | -30.5% | +6.8% | -24.6% |
| All | +11.5% | -3.6% | +15.2% | -9.9% |
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