+31.5%
PEG vs LEN
-28.8%
+60.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.4% | +0.2% |
| 7D | -0.9% | -7.8% | +6.8% | -0.2% |
| 30D | -2.8% | -11.0% | +8.3% | -1.7% |
| 3M | -6.9% | -12.8% | +5.8% | -5.9% |
| 6M | -11.4% | -20.2% | +8.8% | -9.8% |
| YTD | -7.4% | -23.0% | +15.6% | -5.4% |
| 1Y | -8.3% | -41.8% | +33.5% | -4.2% |
| All | +31.5% | -28.8% | +60.4% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling