+26.1%
PAAS vs LEN
-21.9%
+48.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +7.1% | +1.3% | +6.5% |
| 7D | -1.1% | +10.5% | -11.6% | -3.6% |
| 30D | -8.5% | +24.6% | -33.1% | -13.9% |
| 3M | -7.3% | +6.6% | -13.9% | -9.1% |
| 6M | -18.3% | +10.6% | -28.9% | -20.9% |
| YTD | -19.2% | -8.3% | -10.9% | -19.2% |
| 1Y | +26.1% | -22.5% | +48.7% | +27.7% |
| All | +26.1% | -21.9% | +48.0% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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