+47.1%
PPL vs TENB
-24.3%
+71.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | -0.4% | -3.3% | +2.9% | -0.3% |
| 30D | +2.6% | +6.9% | -4.3% | +2.3% |
| 3M | +0.8% | +1.8% | -1.0% | +0.6% |
| 6M | +1.4% | +98.1% | -96.6% | -2.8% |
| YTD | +4.3% | +73.2% | -68.9% | +0.6% |
| 1Y | +0.8% | +50.7% | -49.9% | -1.9% |
| 3Y | +57.9% | +9.3% | +48.6% | +55.6% |
| All | +47.1% | -24.3% | +71.4% | +44.9% |
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 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