-23.2%
LEN vs PTC
-2.9%
-20.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.0% | +0.4% |
| 7D | -3.2% | -10.3% | +7.1% | -0.6% |
| 30D | -4.9% | +1.1% | -6.0% | -5.4% |
| 3M | -8.5% | +1.6% | -10.1% | -9.5% |
| 6M | -20.7% | -13.5% | -7.2% | -17.3% |
| YTD | -17.4% | -19.1% | +1.6% | -12.0% |
| 1Y | -38.2% | -33.9% | -4.4% | -28.6% |
| All | -23.2% | -2.9% | -20.4% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling