+423.5%
LIN vs PCAR
+306.0%
+117.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | 0.0% |
| 7D | +3.6% | +2.2% | +1.4% | +2.7% |
| 30D | +6.4% | -4.4% | +10.8% | +8.3% |
| 3M | +6.5% | -21.4% | +27.9% | +17.5% |
| 6M | +4.9% | -7.3% | +12.2% | +7.3% |
| YTD | +23.4% | -3.8% | +27.2% | +23.4% |
| 1Y | +26.3% | +6.3% | +20.0% | +20.4% |
| 3Y | +38.0% | +34.4% | +3.6% | +12.6% |
| 5Y | +68.0% | +109.2% | -41.2% | +6.4% |
| All | +423.5% | +306.0% | +117.5% | +137.7% |
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