-31.2%
LEN vs PTC
+10.3%
-41.4%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.2% | -3.2% |
| 7D | -8.7% | +0.8% | -9.6% | -8.7% |
| 30D | +11.6% | +1.2% | +10.4% | +11.7% |
| 3M | -1.3% | +32.6% | -33.9% | +1.3% |
| 6M | -1.4% | +36.1% | -37.5% | +1.0% |
| YTD | -16.9% | +12.7% | -29.5% | -9.6% |
| 1Y | -31.2% | +10.2% | -41.3% | -23.5% |
| All | -31.2% | +10.3% | -41.4% | -23.5% |
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