+162.2%
LEN vs PTC
+326.2%
-164.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.1% |
| 7D | +0.6% | +0.8% | -0.2% | +0.4% |
| 30D | +19.4% | +0.7% | +18.7% | +19.1% |
| 3M | +4.5% | +32.6% | -28.1% | -8.4% |
| 6M | +4.9% | +33.6% | -28.6% | -9.6% |
| YTD | -8.9% | +12.4% | -21.4% | -16.4% |
| 1Y | -23.0% | +11.2% | -34.2% | -29.0% |
| 3Y | -16.7% | +31.7% | -48.4% | -30.6% |
| 5Y | -4.5% | +60.1% | -64.5% | -28.1% |
| 10Y | +162.2% | +317.2% | -155.0% | +21.1% |
| All | +162.2% | +326.2% | -164.0% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling