+48.5%
PPL vs TENB
-24.8%
+73.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | -0.4% |
| 7D | +0.4% | -17.0% | +17.4% | +1.1% |
| 30D | +5.4% | +8.2% | -2.7% | +5.0% |
| 3M | +4.3% | +16.5% | -12.2% | +3.4% |
| 6M | -1.3% | +99.1% | -100.4% | -5.3% |
| YTD | +4.7% | +79.0% | -74.4% | +0.9% |
| 1Y | +1.3% | +53.9% | -52.6% | -1.4% |
| 3Y | +57.2% | +13.8% | +43.4% | +54.7% |
| All | +48.5% | -24.8% | +73.3% | +46.2% |
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 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