+417.5%
LIN vs PBF
+276.6%
+140.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.0% |
| 7D | +0.2% | -13.8% | +14.0% | +1.5% |
| 30D | +6.5% | -19.6% | +26.1% | +8.4% |
| 3M | +5.5% | +10.3% | -4.8% | +3.9% |
| 6M | +3.3% | +63.4% | -60.1% | -2.7% |
| YTD | +22.0% | +152.6% | -130.6% | +8.8% |
| 1Y | +25.7% | +87.4% | -61.6% | +15.3% |
| 3Y | +36.2% | +63.3% | -27.0% | +23.0% |
| 5Y | +66.1% | +412.5% | -346.4% | +26.0% |
| All | +417.5% | +276.6% | +140.9% | +246.7% |
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