+87.3%
PCG vs LEN
+11,263.3%
-11,175.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.5% |
| 7D | -1.6% | +2.1% | -3.7% | -1.9% |
| 30D | +1.4% | +16.6% | -15.2% | -1.0% |
| 3M | -23.4% | +5.3% | -28.7% | -24.2% |
| 6M | -19.4% | -0.8% | -18.6% | -19.8% |
| YTD | -18.5% | -11.7% | -6.7% | -17.7% |
| 1Y | -19.5% | -24.6% | +5.1% | -17.1% |
| 3Y | -21.0% | -18.7% | -2.3% | -20.4% |
| 5Y | +13.7% | -4.4% | +18.2% | +10.6% |
| 10Y | -77.2% | +152.2% | -229.3% | -80.6% |
| All | +87.3% | +11,263.3% | -11,175.9% | +12.2% |
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 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