+35.8%
PCAR vs LEN
-25.9%
+61.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +4.9% | -5.8% | +10.7% | +6.9% |
| 30D | -1.4% | +13.7% | -15.1% | -5.9% |
| 3M | -18.1% | -3.9% | -14.3% | -17.6% |
| 6M | -4.0% | -0.4% | -3.6% | -4.9% |
| YTD | -1.5% | -16.8% | +15.4% | +3.2% |
| 1Y | +13.2% | -29.5% | +42.7% | +25.1% |
| 3Y | +35.8% | -25.6% | +61.4% | +35.7% |
| All | +35.8% | -25.9% | +61.7% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling