+361.3%
LIN vs PCAR
+355.9%
+5.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -2.1% | -0.5% | -1.6% | -1.9% |
| 30D | -2.4% | -6.2% | +3.8% | +0.2% |
| 3M | -5.6% | +5.9% | -11.5% | -8.3% |
| 6M | -3.4% | +0.4% | -3.8% | -4.4% |
| YTD | +13.1% | +14.8% | -1.7% | +5.2% |
| 1Y | +2.5% | +30.1% | -27.6% | -10.5% |
| 3Y | +27.6% | +66.7% | -39.0% | -5.3% |
| 5Y | +63.0% | +166.1% | -103.1% | -7.3% |
| All | +361.3% | +355.9% | +5.4% | +92.6% |
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