+68.7%
TENB vs PENG
+120.5%
-51.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.1% | +9.8% | +1.6% |
| 7D | -2.8% | -20.5% | +17.6% | -0.6% |
| 30D | +22.9% | -20.4% | +43.3% | +25.7% |
| 3M | +31.7% | -16.4% | +48.1% | +33.7% |
| 6M | +127.3% | +49.2% | +78.0% | +108.3% |
| YTD | +101.2% | +147.2% | -46.0% | +65.7% |
| 1Y | +68.7% | +124.7% | -56.0% | +41.2% |
| All | +68.7% | +120.5% | -51.8% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling