-0.5%
TENB vs PSLV
+269.5%
-270.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.3% | -6.3% | -6.0% |
| 7D | -12.1% | -3.5% | -8.6% | -11.6% |
| 30D | -18.6% | -2.1% | -16.5% | -18.4% |
| 3M | +12.1% | -1.6% | +13.7% | +12.0% |
| 6M | +46.8% | -25.5% | +72.3% | +52.0% |
| YTD | +28.0% | -11.4% | +39.4% | +21.6% |
| 1Y | -1.4% | +48.6% | -50.0% | -20.1% |
| 3Y | -33.9% | +166.9% | -200.8% | -56.5% |
| 5Y | -34.6% | +152.4% | -187.0% | -56.8% |
| All | -0.5% | +269.5% | -270.0% | -49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling