+88.9%
LEN vs PENG
+689.3%
-600.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +0.8% |
| 7D | -5.8% | +13.2% | -19.0% | -7.6% |
| 30D | +13.7% | -29.9% | +43.6% | +17.7% |
| 3M | -3.9% | -22.2% | +18.4% | -3.1% |
| 6M | -0.4% | -1.9% | +1.5% | -6.9% |
| YTD | -16.8% | +142.1% | -159.0% | -34.8% |
| 1Y | -29.5% | +151.5% | -181.0% | -45.2% |
| 3Y | -25.6% | +206.9% | -232.5% | -47.5% |
| 5Y | -13.2% | +58.2% | -71.5% | -34.9% |
| All | +88.9% | +689.3% | -600.4% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling