+417.5%
LIN vs PCG
-77.4%
+494.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.8% | -1.0% |
| 7D | +0.2% | -1.6% | +1.8% | +0.3% |
| 30D | +6.5% | +1.4% | +5.1% | +6.3% |
| 3M | +5.5% | -23.4% | +28.9% | +7.4% |
| 6M | +3.3% | -19.4% | +22.7% | +4.7% |
| YTD | +22.0% | -18.5% | +40.5% | +23.5% |
| 1Y | +25.7% | -19.5% | +45.3% | +27.4% |
| 3Y | +36.2% | -21.0% | +57.2% | +37.7% |
| 5Y | +66.1% | +13.7% | +52.3% | +63.1% |
| All | +417.5% | -77.4% | +494.8% | +430.2% |
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