+106.0%
LEN vs PFGC
+300.0%
-194.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | -3.4% | -3.7% | +0.3% | -2.2% |
| 30D | -5.7% | -16.0% | +10.3% | -0.6% |
| 3M | -12.2% | -4.1% | -8.1% | -11.2% |
| 6M | -18.3% | +8.7% | -27.0% | -20.5% |
| YTD | -20.2% | +6.4% | -26.5% | -22.2% |
| 1Y | -40.1% | -8.4% | -31.7% | -38.8% |
| 3Y | -26.2% | +61.8% | -87.9% | -37.0% |
| 5Y | -9.8% | +108.7% | -118.5% | -29.3% |
| All | +106.0% | +300.0% | -194.0% | +37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling