+659.9%
LEN vs PFG
+1,008.7%
-348.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.7% |
| 7D | +0.7% | +3.0% | -2.3% | -0.9% |
| 30D | +13.0% | +8.2% | +4.8% | +8.2% |
| 3M | +1.9% | +2.7% | -0.8% | +0.1% |
| 6M | -0.7% | +17.2% | -17.9% | -10.0% |
| YTD | -13.8% | +34.8% | -48.6% | -28.1% |
| 1Y | -28.1% | +43.6% | -71.6% | -42.1% |
| 3Y | -22.8% | +85.4% | -108.3% | -47.3% |
| 5Y | -7.4% | +102.2% | -109.5% | -41.4% |
| 10Y | +143.7% | +190.2% | -46.5% | +13.5% |
| All | +659.9% | +1,008.7% | -348.8% | +83.5% |
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