-76.7%
PCG vs LEN
+166.0%
-242.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +0.3% |
| 7D | -1.1% | +0.6% | -1.7% | -1.4% |
| 30D | +0.1% | +19.4% | -19.3% | -6.1% |
| 3M | -24.4% | +4.5% | -29.0% | -26.2% |
| 6M | -17.7% | +4.9% | -22.6% | -20.2% |
| YTD | -17.4% | -8.9% | -8.5% | -16.7% |
| 1Y | -19.4% | -23.0% | +3.6% | -14.3% |
| 3Y | -18.6% | -16.7% | -1.9% | -19.7% |
| 5Y | +10.2% | -4.5% | +14.7% | -1.1% |
| 10Y | -76.7% | +162.2% | -238.8% | -87.2% |
| All | -76.7% | +166.0% | -242.7% | -87.2% |
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