+103.0%
LEN vs PFG
+251.1%
-148.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.6% |
| 7D | -4.8% | -0.4% | -4.3% | -4.5% |
| 30D | -6.6% | +2.9% | -9.5% | -8.1% |
| 3M | -15.7% | +6.7% | -22.4% | -19.0% |
| 6M | -16.6% | +33.8% | -50.4% | -29.0% |
| YTD | -21.3% | +35.0% | -56.3% | -33.7% |
| 1Y | -42.0% | +46.4% | -88.4% | -53.3% |
| 3Y | -27.9% | +71.7% | -99.6% | -47.6% |
| 5Y | -10.7% | +113.7% | -124.4% | -44.0% |
| All | +103.0% | +251.1% | -148.0% | -21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling