+11,596.6%
LIN vs PCAR
+8,808.7%
+2,787.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.5% | +1.1% |
| 7D | +3.3% | +3.7% | -0.4% | +1.9% |
| 30D | +8.8% | -2.9% | +11.7% | +9.9% |
| 3M | +8.6% | -21.7% | +30.3% | +18.6% |
| 6M | +7.0% | -6.6% | +13.7% | +9.0% |
| YTD | +24.3% | -2.2% | +26.5% | +23.8% |
| 1Y | +27.3% | +12.2% | +15.0% | +20.1% |
| 3Y | +38.9% | +36.5% | +2.4% | +18.8% |
| 5Y | +69.4% | +113.5% | -44.2% | +21.1% |
| 10Y | +440.7% | +319.4% | +121.3% | +195.5% |
| All | +11,596.6% | +8,808.7% | +2,787.9% | +2,323.8% |
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