+1.6%
PG vs LEN
-27.3%
+28.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.4% |
| 7D | -0.8% | -4.8% | +4.0% | -0.3% |
| 30D | +0.8% | -6.6% | +7.4% | +1.6% |
| 3M | -1.3% | -15.7% | +14.3% | +0.4% |
| 6M | -3.8% | -16.6% | +12.8% | -2.2% |
| YTD | +3.6% | -21.3% | +25.0% | +5.7% |
| 1Y | -5.7% | -42.0% | +36.3% | -1.4% |
| 3Y | +1.6% | -27.9% | +29.5% | +5.0% |
| All | +1.6% | -27.3% | +28.9% | +5.0% |
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