-22.5%
LEN vs PFGC
+12.5%
-35.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +13.5% | -6.4% | +0.8% |
| 7D | +10.5% | +13.9% | -3.4% | +4.1% |
| 30D | +24.6% | +18.4% | +6.3% | +15.7% |
| 3M | +6.6% | -2.5% | +9.2% | +7.1% |
| 6M | +10.6% | +26.0% | -15.4% | -1.3% |
| YTD | -8.3% | +21.9% | -30.2% | -20.5% |
| 1Y | -22.5% | +13.4% | -35.9% | -29.0% |
| All | -22.5% | +12.5% | -35.0% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling