+55.6%
TENB vs PENG
+108.0%
-52.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.3% | -5.6% | +2.6% |
| 7D | -8.0% | -3.8% | -4.2% | -7.9% |
| 30D | +5.0% | -40.1% | +45.1% | +10.3% |
| 3M | +20.0% | -21.8% | +41.8% | +22.5% |
| 6M | +100.0% | +3.3% | +96.7% | +93.6% |
| YTD | +85.6% | +133.6% | -48.0% | +53.5% |
| All | +55.6% | +108.0% | -52.4% | +31.6% |
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