+628.2%
LEN vs PFG
+1,015.3%
-387.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.2% |
| 7D | -3.2% | +5.5% | -8.7% | -6.2% |
| 30D | -4.9% | +2.4% | -7.3% | -6.4% |
| 3M | -8.5% | +13.6% | -22.1% | -15.5% |
| 6M | -20.7% | +27.9% | -48.5% | -31.4% |
| YTD | -17.4% | +35.6% | -53.0% | -31.3% |
| 1Y | -38.2% | +48.5% | -86.7% | -51.3% |
| 3Y | -24.9% | +66.9% | -91.7% | -45.5% |
| 5Y | -11.4% | +111.0% | -122.4% | -45.4% |
| 10Y | +110.0% | +244.5% | -134.5% | -11.4% |
| All | +628.2% | +1,015.3% | -387.1% | +75.4% |
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 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