+98.7%
LEN vs PFGC
+294.6%
-195.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.1% |
| 7D | -7.8% | -4.8% | -2.9% | -6.3% |
| 30D | -11.0% | -17.2% | +6.2% | -5.8% |
| 3M | -12.8% | -6.3% | -6.4% | -11.1% |
| 6M | -20.2% | +8.8% | -29.0% | -22.4% |
| YTD | -23.0% | +4.9% | -28.0% | -24.6% |
| 1Y | -41.8% | -9.5% | -32.3% | -40.4% |
| 3Y | -28.8% | +59.6% | -88.4% | -39.0% |
| 5Y | -12.6% | +113.5% | -126.1% | -31.9% |
| All | +98.7% | +294.6% | -195.9% | +33.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling