-33.9%
TENB vs PSLV
+165.9%
-199.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.3% | -6.3% | -6.0% |
| 7D | -12.1% | -3.5% | -8.6% | -12.1% |
| 30D | -18.6% | -2.1% | -16.5% | -18.6% |
| 3M | +12.1% | -1.6% | +13.7% | +12.0% |
| 6M | +46.8% | -25.5% | +72.3% | +46.8% |
| YTD | +28.0% | -11.4% | +39.4% | +22.7% |
| 1Y | -1.4% | +48.6% | -50.0% | -13.7% |
| 3Y | -33.9% | +166.9% | -200.8% | -50.1% |
| All | -33.9% | +165.9% | -199.8% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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