+35.6%
PEG vs LEN
-10.6%
+46.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -0.1% | -3.4% | +3.3% | +0.4% |
| 30D | -1.7% | -5.7% | +3.9% | -1.0% |
| 3M | -6.8% | -12.2% | +5.4% | -5.4% |
| 6M | -11.4% | -18.3% | +6.9% | -9.3% |
| YTD | -7.2% | -20.2% | +13.0% | -4.9% |
| 1Y | -6.1% | -40.1% | +33.9% | -0.2% |
| 3Y | +31.8% | -26.2% | +58.0% | +31.8% |
| 5Y | +35.6% | -9.8% | +45.4% | +23.5% |
| All | +35.6% | -10.6% | +46.2% | +23.5% |
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