+272.5%
PM vs LEN
+136.9%
+135.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.2% |
| 7D | +0.5% | -5.8% | +6.3% | +1.4% |
| 30D | -3.2% | +13.7% | -16.9% | -5.4% |
| 3M | +6.2% | -3.9% | +10.1% | +6.4% |
| 6M | +7.7% | -0.4% | +8.0% | +6.9% |
| YTD | +27.3% | -16.8% | +44.1% | +29.6% |
| 1Y | +32.8% | -29.5% | +62.3% | +38.8% |
| 3Y | +150.0% | -25.6% | +175.6% | +152.2% |
| 5Y | +164.2% | -13.2% | +177.5% | +153.0% |
| All | +272.5% | +136.9% | +135.6% | +178.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling