+87.6%
LEN vs PENG
+762.7%
-675.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.4% | -7.5% | -2.1% |
| 7D | -3.2% | +4.5% | -7.7% | -3.9% |
| 30D | -4.9% | -7.1% | +2.2% | -4.1% |
| 3M | -8.5% | -27.3% | +18.8% | -6.5% |
| 6M | -20.7% | +169.6% | -190.2% | -36.7% |
| YTD | -17.4% | +164.6% | -182.0% | -34.3% |
| 1Y | -38.2% | +109.5% | -147.7% | -49.2% |
| 3Y | -24.9% | +98.9% | -123.8% | -42.4% |
| 5Y | -11.4% | +116.3% | -127.7% | -35.5% |
| All | +87.6% | +762.7% | -675.0% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling