-9.8%
LEN vs PFG
+109.8%
-119.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | -3.4% | +3.2% | -6.6% | -4.9% |
| 30D | -5.7% | +0.9% | -6.6% | -6.2% |
| 3M | -12.2% | +7.7% | -19.9% | -15.9% |
| 6M | -18.3% | +29.0% | -47.2% | -28.3% |
| YTD | -20.2% | +32.5% | -52.7% | -31.3% |
| 1Y | -40.1% | +47.3% | -87.4% | -51.2% |
| 3Y | -26.2% | +68.2% | -94.4% | -44.7% |
| 5Y | -9.8% | +108.5% | -118.3% | -40.4% |
| All | -9.8% | +109.8% | -119.6% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling