+60.7%
PCAR vs LEN
-27.3%
+88.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.6% |
| 7D | -1.6% | -4.8% | +3.2% | +0.1% |
| 30D | -6.4% | -6.6% | +0.2% | -4.2% |
| 3M | +4.7% | -15.7% | +20.3% | +10.6% |
| 6M | +4.5% | -16.6% | +21.1% | +10.4% |
| YTD | +13.0% | -21.3% | +34.4% | +21.3% |
| 1Y | +23.6% | -42.0% | +65.6% | +46.9% |
| 3Y | +60.7% | -27.9% | +88.7% | +68.0% |
| All | +60.7% | -27.3% | +88.0% | +68.0% |
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 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