+44.4%
TENB vs PENG
+187.4%
-143.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.3% | -5.6% | +1.7% |
| 7D | -8.0% | -3.8% | -4.2% | -8.2% |
| 30D | +5.0% | -40.1% | +45.1% | +15.4% |
| 3M | +20.0% | -21.8% | +41.8% | +22.7% |
| 6M | +100.0% | +3.3% | +96.7% | +83.6% |
| YTD | +85.6% | +133.6% | -48.0% | +36.8% |
| 1Y | +57.8% | +110.7% | -52.9% | +19.0% |
| 3Y | +17.6% | +204.3% | -186.6% | -26.3% |
| 5Y | -21.7% | +54.4% | -76.1% | -45.9% |
| All | +44.4% | +187.4% | -143.1% | -20.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling