-40.1%
LEN vs PFG
+47.8%
-87.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | -3.4% | +3.2% | -6.6% | -4.3% |
| 30D | -5.7% | +0.9% | -6.6% | -6.0% |
| 3M | -12.2% | +7.7% | -19.9% | -15.0% |
| 6M | -18.3% | +29.0% | -47.2% | -26.2% |
| YTD | -20.2% | +32.5% | -52.7% | -29.6% |
| 1Y | -40.1% | +47.3% | -87.4% | -49.4% |
| All | -40.1% | +47.8% | -87.9% | -49.4% |
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