+13.5%
PSA vs TENB
-32.3%
+45.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.5% |
| 7D | -3.6% | -7.1% | +3.5% | -3.0% |
| 30D | -9.4% | -15.4% | +6.0% | -8.1% |
| 3M | -8.2% | +19.5% | -27.7% | -10.6% |
| 6M | -1.8% | +54.8% | -56.6% | -7.8% |
| YTD | +15.7% | +36.1% | -20.4% | +10.1% |
| 1Y | +6.3% | +7.0% | -0.7% | +4.4% |
| 3Y | +21.6% | -27.6% | +49.1% | +24.0% |
| 5Y | +13.5% | -30.5% | +43.9% | +13.4% |
| All | +13.5% | -32.3% | +45.7% | +13.4% |
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