-26.9%
TENB vs PENG
+115.2%
-142.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.4% | -7.1% | -2.1% |
| 7D | -9.1% | +4.5% | -13.6% | -10.0% |
| 30D | -4.9% | -7.1% | +2.2% | -3.7% |
| 3M | +16.9% | -27.3% | +44.2% | +21.1% |
| 6M | +68.0% | +169.6% | -101.6% | +25.9% |
| YTD | +45.6% | +164.6% | -119.1% | +8.8% |
| 1Y | +12.7% | +109.5% | -96.7% | -11.9% |
| 3Y | -24.4% | +98.9% | -123.3% | -46.8% |
| All | -26.9% | +115.2% | -142.1% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling