+250.9%
PM vs LEN
+147.0%
+103.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.0% | +1.4% |
| 7D | -6.6% | +0.7% | -7.3% | -6.8% |
| 30D | -3.4% | +13.0% | -16.4% | -5.5% |
| 3M | +5.3% | +1.9% | +3.4% | +4.6% |
| 6M | +15.5% | -0.7% | +16.2% | +14.8% |
| YTD | +24.3% | -13.8% | +38.1% | +25.9% |
| 1Y | +29.7% | -28.1% | +57.8% | +35.1% |
| 3Y | +144.9% | -22.8% | +167.8% | +145.7% |
| 5Y | +159.0% | -7.4% | +166.4% | +145.1% |
| 10Y | +250.9% | +143.7% | +107.2% | +161.9% |
| All | +250.9% | +147.0% | +103.9% | +161.9% |
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 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