+14.1%
PCG vs LEN
-4.6%
+18.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.3% |
| 7D | -1.6% | +2.1% | -3.7% | -2.1% |
| 30D | +1.4% | +16.6% | -15.2% | -2.0% |
| 3M | -23.4% | +5.3% | -28.7% | -24.5% |
| 6M | -19.4% | -0.8% | -18.6% | -19.8% |
| YTD | -18.5% | -11.7% | -6.7% | -17.2% |
| 1Y | -19.5% | -24.6% | +5.1% | -15.6% |
| 3Y | -21.0% | -18.7% | -2.3% | -21.6% |
| All | +14.1% | -4.6% | +18.8% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling