+14.3%
PFE vs LEN
-18.1%
+32.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -1.1% |
| 7D | -3.7% | +2.1% | -5.8% | -4.1% |
| 30D | +5.0% | +16.6% | -11.6% | +2.2% |
| 3M | +12.2% | +5.3% | +6.9% | +10.9% |
| 6M | +14.6% | -0.8% | +15.3% | +14.1% |
| YTD | +24.1% | -11.7% | +35.9% | +25.6% |
| 1Y | +26.6% | -24.6% | +51.2% | +31.9% |
| 3Y | +14.3% | -18.7% | +33.0% | +31.6% |
| All | +14.3% | -18.1% | +32.4% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling