+211.8%
PM vs LEN
+103.7%
+108.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -1.2% | -3.4% | +2.2% | -0.7% |
| 30D | -0.2% | -5.7% | +5.5% | +0.7% |
| 3M | +4.9% | -12.2% | +17.1% | +6.8% |
| 6M | +9.0% | -18.3% | +27.3% | +12.0% |
| YTD | +17.8% | -20.2% | +38.0% | +21.2% |
| 1Y | +16.8% | -40.1% | +56.9% | +25.7% |
| 3Y | +125.4% | -26.2% | +151.6% | +128.1% |
| 5Y | +128.7% | -9.8% | +138.5% | +117.4% |
| 10Y | +211.8% | +109.1% | +102.7% | +142.3% |
| All | +211.8% | +103.7% | +108.1% | +142.3% |
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