+67.1%
PWR vs LEN
-41.0%
+108.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +3.0% | +5.0% |
| 7D | +4.2% | -4.8% | +9.0% | +4.5% |
| 30D | -4.0% | -6.6% | +2.5% | -3.7% |
| 3M | -4.8% | -15.7% | +10.9% | -3.1% |
| 6M | +14.6% | -16.6% | +31.3% | +16.0% |
| YTD | +54.2% | -21.3% | +75.6% | +55.3% |
| 1Y | +67.1% | -42.0% | +109.1% | +75.5% |
| All | +67.1% | -41.0% | +108.1% | +75.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling