+11.4%
TENB vs PFG
+185.9%
-174.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.0% |
| 7D | -5.0% | +6.0% | -11.0% | -7.4% |
| 30D | -7.4% | +2.2% | -9.6% | -8.3% |
| 3M | +22.3% | +10.4% | +11.9% | +17.3% |
| 6M | +60.2% | +27.8% | +32.4% | +44.7% |
| YTD | +43.2% | +33.6% | +9.6% | +26.8% |
| 1Y | +8.2% | +49.3% | -41.1% | -8.7% |
| 3Y | -23.8% | +69.7% | -93.5% | -39.7% |
| 5Y | -26.9% | +111.3% | -138.2% | -47.2% |
| All | +11.4% | +185.9% | -174.5% | -31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling