+361.3%
LIN vs PCG
-75.9%
+437.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.2% |
| 7D | -2.1% | -13.9% | +11.7% | -1.2% |
| 30D | -2.4% | -16.9% | +14.4% | -1.2% |
| 3M | -5.6% | -14.7% | +9.2% | -4.7% |
| 6M | -3.4% | -23.8% | +20.4% | -1.6% |
| YTD | +13.1% | -10.5% | +23.6% | +13.7% |
| 1Y | +2.5% | -5.1% | +7.6% | +2.4% |
| 3Y | +27.6% | -11.6% | +39.2% | +27.9% |
| 5Y | +63.0% | +59.0% | +4.0% | +56.6% |
| All | +361.3% | -75.9% | +437.2% | +372.6% |
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