-29.7%
TENB vs PFG
+68.8%
-98.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.7% | -5.2% |
| 7D | -7.1% | -3.0% | -4.1% | -5.9% |
| 30D | -15.4% | +2.5% | -17.8% | -16.3% |
| 3M | +19.5% | +6.1% | +13.4% | +16.3% |
| 6M | +54.8% | +31.3% | +23.5% | +37.2% |
| YTD | +36.1% | +33.6% | +2.6% | +19.6% |
| 1Y | +7.0% | +48.5% | -41.5% | -10.5% |
| All | -29.7% | +68.8% | -98.5% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling