+54.5%
PCG vs LEN
-10.8%
+65.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.5% | +2.7% |
| 7D | -13.9% | -3.2% | -10.7% | -13.1% |
| 30D | -16.9% | -4.9% | -12.0% | -15.9% |
| 3M | -14.7% | -8.5% | -6.2% | -13.3% |
| 6M | -23.8% | -20.7% | -3.2% | -20.2% |
| YTD | -10.5% | -17.4% | +6.9% | -7.3% |
| 1Y | -5.1% | -38.2% | +33.1% | +4.4% |
| 3Y | -11.6% | -24.9% | +13.3% | -10.4% |
| All | +54.5% | -10.8% | +65.2% | +43.3% |
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