-13.3%
LEN vs PFGC
+129.0%
-142.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.6% |
| 7D | -8.7% | +0.3% | -9.0% | -8.8% |
| 30D | +11.6% | +16.1% | -4.6% | +3.9% |
| 3M | -1.3% | +2.4% | -3.6% | -2.6% |
| 6M | -1.4% | +15.7% | -17.1% | -8.7% |
| YTD | -16.9% | +22.3% | -39.2% | -25.6% |
| 1Y | -31.2% | +13.9% | -45.0% | -36.2% |
| 3Y | -25.6% | +80.3% | -105.9% | -46.4% |
| 5Y | -13.3% | +136.1% | -149.4% | -46.8% |
| All | -13.3% | +129.0% | -142.3% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling