+417.5%
LIN vs PCAR
+296.2%
+121.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.1% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +6.5% | -4.6% | +11.0% | +8.4% |
| 3M | +5.5% | -22.6% | +28.0% | +17.1% |
| 6M | +3.3% | -12.0% | +15.3% | +8.0% |
| YTD | +22.0% | -6.1% | +28.1% | +23.2% |
| 1Y | +25.7% | +6.3% | +19.4% | +19.8% |
| 3Y | +36.2% | +31.8% | +4.4% | +12.0% |
| 5Y | +66.1% | +104.2% | -38.1% | +6.3% |
| All | +417.5% | +296.2% | +121.3% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 10y: compounded portfolio wealth divided by compounded PCAR 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…
10y analysis · Full analysis span regression · 6 months rolling