-26.5%
LEN vs PFGC
+63.1%
-89.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -2.0% | -3.0% |
| 7D | -2.9% | -2.4% | -0.4% | -1.8% |
| 30D | -8.9% | -15.8% | +6.9% | -2.0% |
| 3M | -10.9% | -0.6% | -10.3% | -11.0% |
| 6M | -19.7% | +10.7% | -30.3% | -23.7% |
| YTD | -20.6% | +7.6% | -28.2% | -24.2% |
| 1Y | -42.4% | -7.8% | -34.6% | -41.2% |
| 3Y | -26.5% | +63.7% | -90.3% | -45.3% |
| All | -26.5% | +63.1% | -89.6% | -45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling