Stir together first 5 ingredients in a bowl. Place tenderloin in a shallow dish. Pour marinade over tenderloin; cover and marinate in refrigerator 8 hours, turning occasionally.
Remove meat from marinade, discarding marinade. Place tenderloin on a rack in a shallow roasting pan. Bake at 400º for 45 to 60 minutes or until meat thermometer inserted in thickest part registers 145° (medium-rare) or 160° (medium). Let stand 10 minutes before slicing. Serve with Pebre Sauce.