+431.5%
LIN vs PBF
+260.7%
+170.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | +2.1% | +6.5% | -4.4% | +1.5% |
| 30D | +6.8% | -20.0% | +26.8% | +8.8% |
| 3M | +10.4% | -3.3% | +13.7% | +10.1% |
| 6M | +3.2% | +76.8% | -73.6% | -3.6% |
| YTD | +24.6% | +168.9% | -144.4% | +10.3% |
| 1Y | +24.4% | +96.4% | -72.0% | +13.6% |
| 3Y | +36.7% | +77.2% | -40.5% | +22.4% |
| 5Y | +67.0% | +417.7% | -350.7% | +26.6% |
| All | +431.5% | +260.7% | +170.7% | +251.6% |
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