-42.4%
LEN vs PTC
-38.1%
-4.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.5% | +1.7% | -3.6% |
| 7D | -2.9% | -12.8% | +9.9% | -2.5% |
| 30D | -8.9% | -9.8% | +0.9% | -8.6% |
| 3M | -10.9% | -2.1% | -8.8% | -11.1% |
| 6M | -19.7% | -18.1% | -1.6% | -17.6% |
| YTD | -20.6% | -23.5% | +2.9% | -16.6% |
| 1Y | -42.4% | -37.4% | -5.1% | -34.2% |
| All | -42.4% | -38.1% | -4.3% | -34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling