+34.7%
TENB vs PEGA
+15.8%
+19.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.3% |
| 7D | -3.3% | +0.1% | -3.3% | -3.5% |
| 30D | +6.9% | -4.1% | +11.1% | +8.5% |
| 3M | +1.8% | -2.8% | +4.7% | +2.8% |
| 6M | +98.1% | -0.4% | +98.5% | +95.1% |
| YTD | +73.2% | -45.4% | +118.6% | +122.7% |
| 1Y | +50.7% | -42.6% | +93.3% | +88.6% |
| 3Y | +9.3% | +45.4% | -36.1% | -27.1% |
| 5Y | -25.1% | -44.6% | +19.5% | -12.0% |
| All | +34.7% | +15.8% | +19.0% | -23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling