+432.0%
LIN vs PBF
+251.2%
+180.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.8% | -4.9% | +0.4% |
| 7D | +0.3% | -4.0% | +4.3% | +0.7% |
| 30D | +8.0% | -18.0% | +26.0% | +9.8% |
| 3M | +7.7% | +0.9% | +6.8% | +7.0% |
| 6M | +5.1% | +65.7% | -60.6% | -1.2% |
| YTD | +24.7% | +161.9% | -137.2% | +10.7% |
| 1Y | +25.1% | +77.8% | -52.7% | +15.4% |
| 3Y | +36.8% | +74.9% | -38.0% | +22.6% |
| 5Y | +67.9% | +423.4% | -355.5% | +26.9% |
| All | +432.0% | +251.2% | +180.7% | +252.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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