+10,545.1%
LIN vs PCAR
+10,364.5%
+180.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -2.1% | -0.5% | -1.6% | -2.0% |
| 30D | -2.4% | -6.2% | +3.8% | -0.1% |
| 3M | -5.6% | +5.9% | -11.5% | -7.9% |
| 6M | -3.4% | +0.4% | -3.8% | -4.3% |
| YTD | +13.1% | +14.8% | -1.7% | +6.4% |
| 1Y | +2.5% | +30.1% | -27.6% | -8.5% |
| 3Y | +27.6% | +66.7% | -39.0% | +1.4% |
| 5Y | +63.0% | +166.1% | -103.1% | +7.4% |
| 10Y | +359.3% | +353.7% | +5.6% | +143.9% |
| All | +10,545.1% | +10,364.5% | +180.6% | +1,982.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling