+146.0%
PM vs LEN
-18.1%
+164.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.7% |
| 7D | -5.2% | +2.1% | -7.3% | -5.3% |
| 30D | +2.7% | +16.6% | -13.9% | +2.1% |
| 3M | +6.1% | +5.3% | +0.8% | +5.9% |
| 6M | +18.0% | -0.8% | +18.8% | +17.9% |
| YTD | +26.6% | -11.7% | +38.3% | +26.9% |
| 1Y | +36.7% | -24.6% | +61.3% | +37.4% |
| 3Y | +146.0% | -18.7% | +164.7% | +146.7% |
| All | +146.0% | -18.1% | +164.1% | +146.7% |
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