+89.6%
LIN vs PCOR
-10.0%
+99.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +19.7% | -17.1% | +0.3% |
| 7D | +3.3% | +21.8% | -18.6% | +0.8% |
| 30D | +8.8% | +39.5% | -30.8% | +4.5% |
| 3M | +8.6% | +35.2% | -26.6% | +4.5% |
| 6M | +7.0% | +21.7% | -14.7% | +3.8% |
| YTD | +24.3% | +3.9% | +20.3% | +22.4% |
| 1Y | +27.3% | +6.9% | +20.3% | +24.6% |
| 3Y | +38.9% | +44.8% | -5.9% | +26.2% |
| 5Y | +69.4% | -21.9% | +91.3% | +56.4% |
| All | +89.6% | -10.0% | +99.6% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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