+21.1%
PFE vs LEN
-42.1%
+63.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -1.7% |
| 7D | -2.7% | -2.9% | +0.2% | -2.2% |
| 30D | +3.8% | -8.9% | +12.7% | +5.2% |
| 3M | +10.4% | -10.9% | +21.3% | +12.0% |
| 6M | +6.3% | -19.7% | +25.9% | +10.1% |
| YTD | +17.4% | -20.6% | +38.0% | +21.0% |
| 1Y | +21.1% | -42.4% | +63.6% | +38.6% |
| All | +21.1% | -42.1% | +63.2% | +38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling