+103.9%
LEN vs PFGC
+419.1%
-315.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -3.2% | -2.2% | -1.0% | -2.5% |
| 30D | -4.9% | -11.9% | +7.0% | -1.3% |
| 3M | -8.5% | +5.0% | -13.5% | -10.0% |
| 6M | -20.7% | +8.6% | -29.3% | -22.8% |
| YTD | -17.4% | +9.7% | -27.1% | -20.1% |
| 1Y | -38.2% | -6.3% | -32.0% | -37.4% |
| 3Y | -24.9% | +58.2% | -83.1% | -35.2% |
| 5Y | -11.4% | +110.4% | -121.9% | -30.4% |
| 10Y | +110.0% | +272.8% | -162.7% | +39.1% |
| All | +103.9% | +419.1% | -315.2% | +27.3% |
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 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