+3,280.0%
PFE vs LEN
+10,533.4%
-7,253.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | +1.8% | -3.2% | +4.9% | +2.2% |
| 30D | +10.2% | -4.9% | +15.1% | +10.9% |
| 3M | +12.7% | -8.5% | +21.2% | +13.7% |
| 6M | +10.5% | -20.7% | +31.2% | +13.5% |
| YTD | +20.2% | -17.4% | +37.6% | +22.5% |
| 1Y | +24.1% | -38.2% | +62.3% | +31.2% |
| 3Y | -3.6% | -24.9% | +21.3% | -1.7% |
| 5Y | -20.9% | -11.4% | -9.4% | -22.2% |
| 10Y | +35.8% | +110.0% | -74.2% | +13.5% |
| All | +3,280.0% | +10,533.4% | -7,253.5% | +1,563.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling