+2,090.1%
PPL vs LEN
+10,533.4%
-8,443.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +2.7% | -3.2% | +5.8% | +3.1% |
| 30D | +0.5% | -4.9% | +5.4% | +1.0% |
| 3M | +0.7% | -8.5% | +9.2% | +1.6% |
| 6M | -7.6% | -20.7% | +13.1% | -5.3% |
| YTD | +1.8% | -17.4% | +19.2% | +3.6% |
| 1Y | -0.8% | -38.2% | +37.5% | +4.4% |
| 3Y | +56.9% | -24.9% | +81.7% | +59.3% |
| 5Y | +39.5% | -11.4% | +51.0% | +37.2% |
| 10Y | +55.4% | +110.0% | -54.6% | +33.9% |
| All | +2,090.1% | +10,533.4% | -8,443.3% | +1,166.3% |
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 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