+9.3%
TENB vs PFG
+82.7%
-73.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -1.0% |
| 7D | -3.3% | +2.4% | -5.6% | -4.4% |
| 30D | +6.9% | +5.9% | +1.1% | +4.1% |
| 3M | +1.8% | -0.4% | +2.3% | +1.9% |
| 6M | +98.1% | +14.8% | +83.2% | +84.5% |
| YTD | +73.2% | +31.9% | +41.3% | +50.6% |
| 1Y | +50.7% | +38.8% | +11.9% | +27.6% |
| 3Y | +9.3% | +82.4% | -73.1% | -23.2% |
| All | +9.3% | +82.7% | -73.3% | -23.2% |
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