+998.5%
PAAS vs LEN
+3,549.4%
-2,550.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +1.9% |
| 7D | +8.4% | +2.1% | +6.3% | +8.1% |
| 30D | -7.2% | +16.6% | -23.7% | -9.2% |
| 3M | -14.0% | +5.3% | -19.3% | -14.8% |
| 6M | -26.8% | -0.8% | -26.0% | -27.0% |
| YTD | -19.8% | -11.7% | -8.0% | -18.9% |
| 1Y | +22.8% | -24.6% | +47.4% | +26.5% |
| 3Y | +183.6% | -18.7% | +202.3% | +186.0% |
| 5Y | +73.8% | -4.4% | +78.3% | +69.9% |
| 10Y | +185.6% | +152.2% | +33.4% | +142.4% |
| All | +998.5% | +3,549.4% | -2,550.8% | +626.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling