+66.8%
PPL vs LEN
+147.0%
-80.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.4% | +1.1% |
| 7D | 0.0% | +0.7% | -0.6% | -0.2% |
| 30D | +4.3% | +13.0% | -8.7% | +1.4% |
| 3M | +2.9% | +1.9% | +1.0% | +2.0% |
| 6M | +1.1% | -0.7% | +1.8% | +0.4% |
| YTD | +4.5% | -13.8% | +18.3% | +6.1% |
| 1Y | +0.1% | -28.1% | +28.2% | +5.5% |
| 3Y | +55.7% | -22.8% | +78.5% | +57.0% |
| 5Y | +47.6% | -7.4% | +55.0% | +38.5% |
| 10Y | +66.8% | +143.7% | -76.8% | +13.1% |
| All | +66.8% | +147.0% | -80.2% | +13.1% |
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