+206.9%
PWR vs LEN
-26.2%
+233.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | +2.7% | -3.4% | +6.0% | +3.2% |
| 30D | -5.1% | -5.7% | +0.5% | -4.3% |
| 3M | -9.4% | -12.2% | +2.9% | -7.5% |
| 6M | +10.4% | -18.3% | +28.7% | +14.0% |
| YTD | +48.6% | -20.2% | +68.8% | +53.0% |
| 1Y | +68.0% | -40.1% | +108.1% | +83.9% |
| All | +206.9% | -26.2% | +233.1% | +190.3% |
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 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