+69.1%
LIN vs PBF
+467.1%
-398.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.7% | +9.2% | +2.8% |
| 7D | +3.3% | -0.9% | +4.2% | +3.3% |
| 30D | +8.8% | -13.7% | +22.5% | +9.3% |
| 3M | +8.6% | +10.6% | -2.0% | +7.8% |
| 6M | +7.0% | +61.2% | -54.2% | +4.1% |
| YTD | +24.3% | +172.7% | -148.4% | +16.8% |
| 1Y | +27.3% | +111.0% | -83.8% | +21.2% |
| 3Y | +38.9% | +73.6% | -34.6% | +30.1% |
| All | +69.1% | +467.1% | -398.0% | +55.6% |
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 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