-76.0%
PCG vs LEN
+109.8%
-185.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.5% | +2.8% |
| 7D | -13.9% | -3.2% | -10.7% | -12.8% |
| 30D | -16.9% | -4.9% | -12.0% | -15.5% |
| 3M | -14.7% | -8.5% | -6.2% | -12.6% |
| 6M | -23.8% | -20.7% | -3.2% | -18.4% |
| YTD | -10.5% | -17.4% | +6.9% | -5.9% |
| 1Y | -5.1% | -38.2% | +33.1% | +9.5% |
| 3Y | -11.6% | -24.9% | +13.3% | -9.1% |
| 5Y | +59.0% | -11.4% | +70.5% | +47.2% |
| All | -76.0% | +109.8% | -185.7% | -85.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling