+13.4%
PG vs LEN
-11.2%
+24.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.3% |
| 7D | -0.8% | -4.8% | +4.0% | -0.1% |
| 30D | +0.8% | -6.6% | +7.4% | +1.7% |
| 3M | -1.3% | -15.7% | +14.3% | +0.8% |
| 6M | -3.8% | -16.6% | +12.8% | -1.8% |
| YTD | +3.6% | -21.3% | +25.0% | +6.4% |
| 1Y | -5.7% | -42.0% | +36.3% | +0.7% |
| 3Y | +1.6% | -27.9% | +29.5% | +2.7% |
| All | +13.4% | -11.2% | +24.6% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling