-0.5%
TENB vs PEGA
+29.3%
-29.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.5% | -7.5% | -6.7% |
| 7D | -12.1% | -3.0% | -9.1% | -11.0% |
| 30D | -18.6% | +15.9% | -34.5% | -24.0% |
| 3M | +12.1% | +10.8% | +1.2% | +5.3% |
| 6M | +46.8% | -16.5% | +63.3% | +56.8% |
| YTD | +28.0% | -39.0% | +67.0% | +56.7% |
| 1Y | -1.4% | -37.3% | +35.9% | +17.6% |
| 3Y | -33.9% | +59.2% | -93.1% | -57.8% |
| 5Y | -34.6% | -44.9% | +10.2% | -20.0% |
| All | -0.5% | +29.3% | -29.7% | -46.2% |
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 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