+633.2%
LEN vs PFG
+985.4%
-352.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.3% |
| 7D | -5.8% | +2.4% | -8.2% | -7.0% |
| 30D | +13.7% | +5.9% | +7.8% | +10.3% |
| 3M | -3.9% | -0.4% | -3.4% | -3.9% |
| 6M | -0.4% | +14.8% | -15.2% | -8.6% |
| YTD | -16.8% | +31.9% | -48.8% | -29.8% |
| 1Y | -29.5% | +38.8% | -68.3% | -42.1% |
| 3Y | -25.6% | +82.4% | -108.0% | -48.7% |
| 5Y | -13.2% | +94.7% | -107.9% | -44.0% |
| 10Y | +138.5% | +187.0% | -48.5% | +11.7% |
| All | +633.2% | +985.4% | -352.2% | +79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling