+186.4%
PAAS vs LEN
+166.0%
+20.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.3% | +2.1% |
| 7D | +8.8% | +0.6% | +8.2% | +8.7% |
| 30D | -8.5% | +19.4% | -27.9% | -12.5% |
| 3M | -17.0% | +4.5% | -21.5% | -18.3% |
| 6M | -27.9% | +4.9% | -32.8% | -29.3% |
| YTD | -17.5% | -8.9% | -8.6% | -16.6% |
| 1Y | +22.8% | -23.0% | +45.8% | +28.6% |
| 3Y | +224.2% | -16.7% | +240.9% | +224.2% |
| 5Y | +73.6% | -4.5% | +78.1% | +63.4% |
| 10Y | +186.4% | +162.2% | +24.2% | +119.3% |
| All | +186.4% | +166.0% | +20.3% | +119.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling