+172.3%
PCAR vs LEN
-10.8%
+183.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -0.5% | -3.2% | +2.7% | +0.5% |
| 30D | -6.2% | -4.9% | -1.3% | -4.8% |
| 3M | +5.9% | -8.5% | +14.4% | +8.6% |
| 6M | +0.4% | -20.7% | +21.1% | +7.4% |
| YTD | +14.8% | -17.4% | +32.2% | +20.9% |
| 1Y | +30.1% | -38.2% | +68.3% | +49.7% |
| 3Y | +66.7% | -24.9% | +91.5% | +74.9% |
| All | +172.3% | -10.8% | +183.1% | +159.7% |
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 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