+3,835.8%
LIN vs PBR
+1,647.6%
+2,188.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.8% |
| 7D | +0.2% | -16.0% | +16.2% | +4.0% |
| 30D | +6.5% | -22.8% | +29.2% | +12.3% |
| 3M | +5.5% | +3.0% | +2.5% | +3.8% |
| 6M | +3.3% | -8.1% | +11.4% | +3.9% |
| YTD | +22.0% | +63.1% | -41.1% | +6.9% |
| 1Y | +25.7% | +59.3% | -33.5% | +10.6% |
| 3Y | +36.2% | +66.1% | -29.9% | +16.3% |
| 5Y | +66.1% | +495.8% | -429.8% | -0.3% |
| 10Y | +431.0% | +514.7% | -83.7% | +170.4% |
| All | +3,835.8% | +1,647.6% | +2,188.3% | +1,168.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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