+15,068.3%
PCAR vs LEN
+10,533.4%
+4,534.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -0.5% | -3.2% | +2.7% | +0.4% |
| 30D | -6.2% | -4.9% | -1.3% | -4.9% |
| 3M | +5.9% | -8.5% | +14.4% | +8.3% |
| 6M | +0.4% | -20.7% | +21.1% | +6.9% |
| YTD | +14.8% | -17.4% | +32.2% | +20.5% |
| 1Y | +30.1% | -38.2% | +68.3% | +48.3% |
| 3Y | +66.7% | -24.9% | +91.5% | +75.8% |
| 5Y | +166.1% | -11.4% | +177.6% | +160.4% |
| 10Y | +353.7% | +110.0% | +243.6% | +214.2% |
| All | +15,068.3% | +10,533.4% | +4,534.9% | +3,643.5% |
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