-0.5%
TENB vs PFG
+188.7%
-189.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.0% | -7.0% | -6.4% |
| 7D | -12.1% | -0.4% | -11.6% | -12.0% |
| 30D | -18.6% | +2.9% | -21.5% | -19.7% |
| 3M | +12.1% | +6.7% | +5.3% | +9.0% |
| 6M | +46.8% | +33.8% | +13.0% | +30.1% |
| YTD | +28.0% | +35.0% | -7.0% | +12.8% |
| 1Y | -1.4% | +46.4% | -47.8% | -16.2% |
| 3Y | -33.9% | +71.6% | -105.6% | -48.0% |
| 5Y | -34.6% | +113.7% | -148.3% | -53.0% |
| All | -0.5% | +188.7% | -189.1% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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