+49.6%
PFE vs LEN
+166.0%
-116.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -1.0% |
| 7D | -4.7% | +0.6% | -5.3% | -4.8% |
| 30D | +3.4% | +19.4% | -16.1% | +0.9% |
| 3M | +9.2% | +4.5% | +4.7% | +8.3% |
| 6M | +15.8% | +4.9% | +10.9% | +14.5% |
| YTD | +23.4% | -8.9% | +32.4% | +24.0% |
| 1Y | +25.8% | -23.0% | +48.8% | +29.1% |
| 3Y | +17.8% | -16.7% | +34.6% | +18.6% |
| 5Y | -20.2% | -4.5% | -15.7% | -22.4% |
| 10Y | +49.6% | +162.2% | -112.6% | +27.2% |
| All | +49.6% | +166.0% | -116.5% | +27.2% |
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