+105.2%
LEN vs PFGC
+478.7%
-373.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.8% |
| 7D | -8.7% | +0.3% | -9.0% | -8.8% |
| 30D | +11.6% | +16.1% | -4.6% | +6.7% |
| 3M | -1.3% | +2.4% | -3.6% | -2.1% |
| 6M | -1.4% | +15.7% | -17.1% | -5.9% |
| YTD | -16.9% | +22.3% | -39.2% | -22.2% |
| 1Y | -31.2% | +13.9% | -45.0% | -34.2% |
| 3Y | -25.6% | +80.3% | -105.9% | -38.3% |
| 5Y | -13.3% | +136.1% | -149.4% | -34.0% |
| 10Y | +138.4% | +347.9% | -209.5% | +51.1% |
| All | +105.2% | +478.7% | -373.5% | +24.0% |
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