-12.6%
LEN vs PFGC
+105.5%
-118.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -2.9% |
| 7D | -7.8% | -4.8% | -2.9% | -5.6% |
| 30D | -11.0% | -17.2% | +6.2% | -3.1% |
| 3M | -12.8% | -6.3% | -6.4% | -10.4% |
| 6M | -20.2% | +8.8% | -29.0% | -23.7% |
| YTD | -23.0% | +4.9% | -28.0% | -25.7% |
| 1Y | -41.8% | -9.5% | -32.3% | -39.9% |
| 3Y | -28.8% | +59.6% | -88.4% | -44.8% |
| 5Y | -12.6% | +113.5% | -126.1% | -42.4% |
| All | -12.6% | +105.5% | -118.1% | -42.4% |
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