+98.5%
PTC vs TENB
+29.2%
+69.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.9% |
| 7D | +0.5% | -9.3% | +9.8% | +3.4% |
| 30D | +0.9% | +5.3% | -4.4% | -1.7% |
| 3M | +30.4% | +13.5% | +16.9% | +22.8% |
| 6M | +34.4% | +101.5% | -67.0% | +2.4% |
| YTD | +12.6% | +82.4% | -69.9% | -12.3% |
| 1Y | +10.2% | +53.0% | -42.9% | -9.0% |
| 3Y | +29.4% | +14.8% | +14.6% | +15.7% |
| 5Y | +63.7% | -21.2% | +84.9% | +53.8% |
| All | +98.5% | +29.2% | +69.3% | +33.9% |
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 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