-26.1%
TENB vs PEGA
+49.1%
-75.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.5% |
| 7D | -1.7% | -6.1% | +4.5% | +0.2% |
| 30D | -8.3% | +6.4% | -14.6% | -9.8% |
| 3M | +26.2% | +2.9% | +23.2% | +24.2% |
| 6M | +60.2% | -23.8% | +84.0% | +70.9% |
| YTD | +43.1% | -41.1% | +84.2% | +61.8% |
| 1Y | +9.4% | -38.2% | +47.6% | +21.7% |
| All | -26.1% | +49.1% | -75.2% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling