+64.4%
LIN vs PBF
+407.7%
-343.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.4% | +0.9% |
| 7D | +0.1% | -7.4% | +7.5% | +0.4% |
| 30D | +7.6% | -17.5% | +25.0% | +8.3% |
| 3M | +6.5% | +13.1% | -6.6% | +5.7% |
| 6M | +6.2% | +72.6% | -66.4% | +2.9% |
| YTD | +23.2% | +161.2% | -138.0% | +16.0% |
| 1Y | +25.4% | +93.3% | -67.9% | +20.0% |
| 3Y | +38.3% | +80.7% | -42.4% | +29.1% |
| 5Y | +64.4% | +396.1% | -331.7% | +53.2% |
| All | +64.4% | +407.7% | -343.3% | +53.2% |
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