+76.6%
PEP vs LEN
+99.2%
-22.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +1.2% |
| 7D | +0.1% | -2.9% | +3.0% | +0.6% |
| 30D | +0.7% | -8.9% | +9.5% | +2.1% |
| 3M | -0.5% | -10.9% | +10.4% | +1.1% |
| 6M | -11.3% | -19.7% | +8.4% | -8.6% |
| YTD | -0.6% | -20.6% | +20.0% | +2.5% |
| 1Y | +1.7% | -42.4% | +44.1% | +10.2% |
| 3Y | -12.5% | -26.5% | +14.1% | -10.4% |
| 5Y | +3.9% | -10.9% | +14.8% | +1.1% |
| 10Y | +76.6% | +100.6% | -24.1% | +51.1% |
| All | +76.6% | +99.2% | -22.6% | +51.1% |
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