+12,304.7%
PCAR vs LEN
+11,263.3%
+1,041.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.7% | -1.5% |
| 7D | +0.1% | +2.1% | -2.0% | -0.6% |
| 30D | -4.6% | +16.6% | -21.1% | -9.1% |
| 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% | -4.0% |
| 1Y | +6.3% | -24.6% | +30.9% | +13.7% |
| 3Y | +31.8% | -18.7% | +50.5% | +35.2% |
| 5Y | +104.2% | -4.4% | +108.6% | +94.4% |
| 10Y | +302.9% | +152.2% | +150.7% | +163.0% |
| All | +12,304.7% | +11,263.3% | +1,041.4% | +2,884.5% |
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