+68.7%
TENB vs PEGA
-44.4%
+113.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.6% |
| 7D | -2.8% | -2.9% | 0.0% | -1.7% |
| 30D | +22.9% | -0.5% | +23.4% | +22.8% |
| 3M | +31.7% | +8.5% | +23.2% | +27.0% |
| 6M | +127.3% | -6.3% | +133.5% | +130.8% |
| YTD | +101.2% | -42.2% | +143.4% | +138.2% |
| 1Y | +68.7% | -43.4% | +112.1% | +105.2% |
| All | +68.7% | -44.4% | +113.2% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling