+2,971.7%
PEG vs LEN
+10,606.4%
-7,634.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +4.5% | -5.8% | +10.3% | +5.2% |
| 30D | +7.5% | +13.7% | -6.2% | +5.8% |
| 3M | +0.8% | -3.9% | +4.7% | +1.0% |
| 6M | 0.0% | -0.4% | +0.4% | -0.4% |
| YTD | -3.0% | -16.8% | +13.8% | -1.7% |
| 1Y | -4.7% | -29.5% | +24.7% | -1.7% |
| 3Y | +36.5% | -25.6% | +62.1% | +38.3% |
| 5Y | +44.4% | -13.2% | +57.6% | +42.0% |
| 10Y | +170.2% | +138.5% | +31.7% | +130.6% |
| All | +2,971.7% | +10,606.4% | -7,634.7% | +1,798.5% |
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 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