+122.5%
PM vs LEN
-22.2%
+144.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.9% |
| 7D | -4.9% | -3.2% | -1.7% | -4.7% |
| 30D | -3.4% | -4.9% | +1.5% | -3.1% |
| 3M | +5.2% | -8.5% | +13.7% | +5.5% |
| 6M | +3.7% | -20.7% | +24.4% | +4.7% |
| YTD | +15.8% | -17.4% | +33.2% | +16.6% |
| 1Y | +17.4% | -38.2% | +55.6% | +19.1% |
| All | +122.5% | -22.2% | +144.7% | +113.8% |
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