+8.2%
TENB vs PENG
+106.3%
-98.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -5.0% | +7.8% | -12.8% | -5.9% |
| 30D | -7.4% | -12.2% | +4.8% | -6.1% |
| 3M | +22.3% | -20.6% | +42.9% | +23.9% |
| 6M | +60.2% | +180.9% | -120.8% | +37.1% |
| YTD | +43.2% | +162.3% | -119.0% | +22.3% |
| 1Y | +8.2% | +107.3% | -99.1% | -8.8% |
| All | +8.2% | +106.3% | -98.1% | -8.8% |
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 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