-10.9%
LEN vs PTC
+1.8%
-12.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.5% | +1.7% | -1.7% |
| 7D | -2.9% | -12.8% | +9.9% | +2.2% |
| 30D | -8.9% | -9.8% | +0.9% | -5.5% |
| 3M | -10.9% | -2.1% | -8.8% | -11.6% |
| 6M | -19.7% | -18.1% | -1.6% | -14.1% |
| YTD | -20.6% | -23.5% | +2.9% | -12.9% |
| 1Y | -42.4% | -37.4% | -5.1% | -30.5% |
| 3Y | -26.5% | -7.2% | -19.3% | -30.4% |
| 5Y | -10.9% | +2.7% | -13.6% | -24.8% |
| All | -10.9% | +1.8% | -12.8% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling