-22.8%
LEN vs PFG
+86.4%
-109.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.6% |
| 7D | +0.7% | +3.0% | -2.3% | -0.7% |
| 30D | +13.0% | +8.2% | +4.8% | +9.2% |
| 3M | +1.9% | +2.7% | -0.8% | +0.4% |
| 6M | -0.7% | +17.2% | -17.9% | -8.8% |
| YTD | -13.8% | +34.8% | -48.6% | -26.4% |
| 1Y | -28.1% | +43.6% | -71.6% | -40.6% |
| 3Y | -22.8% | +85.4% | -108.3% | -48.4% |
| All | -22.8% | +86.4% | -109.3% | -48.4% |
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 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