+2.0%
PEP vs LEN
-2.5%
+4.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.2% |
| 7D | +1.0% | +0.6% | +0.4% | +0.9% |
| 30D | +12.6% | +19.4% | -6.8% | +9.3% |
| 3M | +3.1% | +4.5% | -1.4% | +2.1% |
| 6M | -6.3% | +4.9% | -11.2% | -7.6% |
| YTD | +1.9% | -8.9% | +10.8% | +2.5% |
| 1Y | +3.3% | -23.0% | +26.2% | +6.7% |
| 3Y | -4.8% | -16.7% | +11.9% | -5.1% |
| 5Y | +2.0% | -4.5% | +6.5% | -4.2% |
| All | +2.0% | -2.5% | +4.5% | -4.2% |
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 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