+9,930.9%
LEN vs PPG
+2,691.0%
+7,239.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.3% | -2.2% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | -8.9% | -7.8% | -1.1% | -3.7% |
| 3M | -10.9% | -2.2% | -8.7% | -9.6% |
| 6M | -19.7% | +4.1% | -23.8% | -22.1% |
| YTD | -20.6% | +9.1% | -29.7% | -25.4% |
| 1Y | -42.4% | +1.0% | -43.4% | -43.1% |
| 3Y | -26.5% | -13.3% | -13.3% | -20.2% |
| 5Y | -10.9% | -19.2% | +8.3% | -0.8% |
| 10Y | +100.6% | +25.9% | +74.7% | +62.8% |
| All | +9,930.9% | +2,691.0% | +7,239.9% | +2,135.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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