+105.3%
LEN vs PFGC
+485.1%
-379.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | -5.8% | +3.4% | -9.2% | -6.7% |
| 30D | +13.7% | +16.9% | -3.2% | +8.5% |
| 3M | -3.9% | +6.4% | -10.3% | -5.7% |
| 6M | -0.4% | +16.0% | -16.4% | -5.0% |
| YTD | -16.8% | +23.6% | -40.5% | -22.5% |
| 1Y | -29.5% | +16.6% | -46.1% | -33.1% |
| 3Y | -25.6% | +82.3% | -107.9% | -38.5% |
| 5Y | -13.2% | +138.7% | -151.9% | -34.2% |
| 10Y | +138.5% | +352.8% | -214.4% | +50.7% |
| All | +105.3% | +485.1% | -379.8% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling