+63.3%
LIN vs PBF
+407.6%
-344.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.4% | +5.6% | -1.5% |
| 7D | +0.2% | -13.8% | +14.0% | +0.7% |
| 30D | +6.5% | -19.6% | +26.1% | +7.3% |
| 3M | +5.5% | +10.3% | -4.8% | +4.7% |
| 6M | +3.3% | +63.4% | -60.1% | +0.4% |
| YTD | +22.0% | +152.6% | -130.6% | +15.0% |
| 1Y | +25.7% | +87.4% | -61.6% | +20.5% |
| 3Y | +36.2% | +63.3% | -27.0% | +27.9% |
| All | +63.3% | +407.6% | -344.3% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling