+471.0%
LIN vs PBF
+303.9%
+167.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.8% |
| 7D | -2.1% | +4.3% | -6.4% | -2.5% |
| 30D | -2.4% | +22.0% | -24.4% | -4.5% |
| 3M | -5.6% | +74.5% | -80.1% | -11.3% |
| 6M | -3.4% | +67.7% | -71.1% | -9.4% |
| YTD | +13.1% | +179.2% | -166.1% | +0.1% |
| 1Y | +2.5% | +170.0% | -167.5% | -9.6% |
| 3Y | +27.6% | +66.4% | -38.8% | +15.3% |
| 5Y | +63.0% | +764.5% | -701.5% | +15.9% |
| 10Y | +359.3% | +358.5% | +0.8% | +198.8% |
| All | +471.0% | +303.9% | +167.1% | +266.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling