+417.3%
LIN vs PCG
-77.2%
+494.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.9% |
| 7D | +0.1% | -1.1% | +1.2% | +0.2% |
| 30D | +7.6% | +0.1% | +7.5% | +7.6% |
| 3M | +6.5% | -24.4% | +31.0% | +8.6% |
| 6M | +6.2% | -17.7% | +23.8% | +7.4% |
| YTD | +23.2% | -17.4% | +40.7% | +24.6% |
| 1Y | +25.4% | -19.4% | +44.8% | +27.0% |
| 3Y | +38.3% | -18.6% | +56.9% | +39.4% |
| 5Y | +64.4% | +10.2% | +54.2% | +61.8% |
| 10Y | +417.3% | -76.7% | +494.0% | +427.8% |
| All | +417.3% | -77.2% | +494.5% | +427.8% |
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