+106.6%
PCAR vs LEN
-4.6%
+111.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.7% | -1.4% |
| 7D | +0.1% | +2.1% | -2.0% | -0.7% |
| 30D | -4.6% | +16.6% | -21.1% | -9.4% |
| 3M | -22.6% | +5.3% | -27.9% | -24.3% |
| 6M | -12.0% | -0.8% | -11.2% | -12.6% |
| YTD | -6.1% | -11.7% | +5.6% | -3.7% |
| 1Y | +6.3% | -24.6% | +30.9% | +14.4% |
| 3Y | +31.8% | -18.7% | +50.5% | +34.3% |
| All | +106.6% | -4.6% | +111.3% | +90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling