-22.5%
LEN vs PFG
+46.8%
-69.3%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.1% | +3.0% | +5.6% |
| 7D | +10.5% | +4.9% | +5.6% | +8.6% |
| 30D | +24.6% | +5.7% | +19.0% | +22.1% |
| 3M | +6.6% | +2.6% | +4.1% | +5.1% |
| 6M | +10.6% | +19.8% | -9.1% | +0.8% |
| YTD | -8.3% | +36.3% | -44.6% | -23.6% |
| 1Y | -22.5% | +47.9% | -70.4% | -41.4% |
| All | -22.5% | +46.8% | -69.3% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling