+12,760.8%
PCAR vs LEN
+11,627.0%
+1,133.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.2% | +0.5% | +2.7% |
| 7D | +2.9% | +0.6% | +2.3% | +2.7% |
| 30D | -2.1% | +19.4% | -21.6% | -7.4% |
| 3M | -20.4% | +4.5% | -24.9% | -21.9% |
| 6M | -7.0% | +4.9% | -11.9% | -9.2% |
| YTD | -2.6% | -8.9% | +6.3% | -1.3% |
| 1Y | +9.8% | -23.0% | +32.7% | +16.7% |
| 3Y | +37.3% | -16.7% | +54.0% | +39.8% |
| 5Y | +116.4% | -4.5% | +120.9% | +106.2% |
| 10Y | +293.0% | +162.2% | +130.8% | +153.6% |
| All | +12,760.8% | +11,627.0% | +1,133.9% | +2,966.0% |
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 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