+836.5%
PM vs LEN
+628.2%
+208.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | -7.1% | -6.4% | -0.7% | -6.3% |
| 30D | -2.8% | +15.6% | -18.4% | -4.9% |
| 3M | +6.3% | -0.8% | +7.1% | +6.1% |
| 6M | +9.6% | +0.4% | +9.3% | +8.9% |
| YTD | +25.6% | -14.1% | +39.7% | +27.0% |
| 1Y | +29.7% | -29.6% | +59.3% | +34.6% |
| 3Y | +147.6% | -23.1% | +170.7% | +149.4% |
| 5Y | +160.1% | -8.9% | +169.0% | +151.6% |
| 10Y | +260.9% | +146.2% | +114.7% | +191.9% |
| All | +836.5% | +628.2% | +208.2% | +485.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling