+13.2%
TENB vs PEGA
+33.3%
-20.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.2% |
| 7D | -9.1% | +3.3% | -12.4% | -10.5% |
| 30D | -4.9% | +17.7% | -22.6% | -11.7% |
| 3M | +16.9% | +5.8% | +11.1% | +12.5% |
| 6M | +68.0% | -20.3% | +88.2% | +83.6% |
| YTD | +45.6% | -37.1% | +82.7% | +76.0% |
| 1Y | +12.7% | -30.2% | +42.9% | +28.0% |
| 3Y | -24.4% | +48.1% | -72.5% | -49.3% |
| 5Y | -26.7% | -46.8% | +20.1% | -6.5% |
| All | +13.2% | +33.3% | -20.1% | -39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling