+89.6%
PEP vs LEN
+147.0%
-57.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.4% | +6.6% | +2.1% |
| 7D | +4.6% | +0.7% | +4.0% | +4.4% |
| 30D | +14.0% | +13.0% | +1.0% | +11.6% |
| 3M | +5.4% | +1.9% | +3.5% | +4.7% |
| 6M | -5.1% | -0.7% | -4.4% | -5.6% |
| YTD | +3.1% | -13.8% | +16.9% | +4.6% |
| 1Y | +4.8% | -28.1% | +32.9% | +9.3% |
| 3Y | -4.1% | -22.8% | +18.7% | -2.7% |
| 5Y | +3.0% | -7.4% | +10.3% | -0.7% |
| 10Y | +89.6% | +143.7% | -54.1% | +56.2% |
| All | +89.6% | +147.0% | -57.4% | +56.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling