+202.7%
PAAS vs LEN
+99.2%
+103.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.2% | +0.3% |
| 7D | +2.0% | -2.9% | +4.9% | +2.7% |
| 30D | -0.1% | -8.9% | +8.8% | +2.0% |
| 3M | +8.2% | -10.9% | +19.1% | +10.8% |
| 6M | -13.8% | -19.7% | +5.9% | -9.6% |
| YTD | -0.6% | -20.6% | +19.9% | +4.2% |
| 1Y | +44.0% | -42.4% | +86.4% | +61.9% |
| 3Y | +246.6% | -26.5% | +273.1% | +258.1% |
| 5Y | +116.1% | -10.9% | +127.0% | +107.0% |
| 10Y | +202.7% | +100.6% | +102.1% | +145.0% |
| All | +202.7% | +99.2% | +103.6% | +145.0% |
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