+423.5%
LIN vs PCG
-76.9%
+500.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | +3.6% | 0.0% | +3.6% | +3.6% |
| 30D | +6.4% | +5.8% | +0.5% | +5.9% |
| 3M | +6.5% | -22.8% | +29.3% | +8.3% |
| 6M | +4.9% | -18.4% | +23.3% | +6.2% |
| YTD | +23.4% | -16.9% | +40.3% | +24.7% |
| 1Y | +26.3% | -17.6% | +43.9% | +27.7% |
| 3Y | +38.0% | -20.0% | +58.0% | +39.3% |
| 5Y | +68.0% | +16.0% | +52.0% | +64.7% |
| All | +423.5% | -76.9% | +500.4% | +435.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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