-26.5%
LEN vs PFG
+71.3%
-97.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.2% |
| 7D | -2.9% | +6.0% | -8.9% | -5.6% |
| 30D | -8.9% | +2.2% | -11.1% | -9.9% |
| 3M | -10.9% | +10.4% | -21.3% | -15.6% |
| 6M | -19.7% | +27.8% | -47.4% | -29.2% |
| YTD | -20.6% | +33.6% | -54.2% | -32.0% |
| 1Y | -42.4% | +49.3% | -91.7% | -53.6% |
| 3Y | -26.5% | +69.7% | -96.3% | -47.7% |
| All | -26.5% | +71.3% | -97.8% | -47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling