+35.7%
TENB vs PEGA
+14.4%
+21.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.1% | -6.4% | -5.3% |
| 7D | -7.0% | -4.6% | -2.5% | -5.1% |
| 30D | -0.6% | -6.8% | +6.2% | +2.3% |
| 3M | +10.9% | +2.6% | +8.4% | +9.4% |
| 6M | +95.4% | -5.4% | +100.8% | +97.1% |
| YTD | +74.5% | -46.0% | +120.5% | +125.5% |
| 1Y | +49.2% | -45.6% | +94.8% | +91.5% |
| 3Y | +9.7% | +43.2% | -33.4% | -26.2% |
| 5Y | -24.6% | -45.3% | +20.7% | -10.8% |
| All | +35.7% | +14.4% | +21.3% | -22.6% |
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