+427.2%
LIN vs PEG
+161.7%
+265.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | +0.3% | +1.5% | -1.1% | -0.3% |
| 30D | +8.0% | +5.0% | +3.1% | +5.8% |
| 3M | +7.7% | -0.3% | +8.0% | +7.6% |
| 6M | +5.1% | -2.7% | +7.7% | +5.9% |
| YTD | +24.7% | -5.1% | +29.8% | +26.5% |
| 1Y | +25.1% | -8.3% | +33.3% | +28.7% |
| 3Y | +36.8% | +33.0% | +3.8% | +16.3% |
| 5Y | +67.9% | +41.3% | +26.6% | +37.4% |
| 10Y | +427.2% | +164.5% | +262.6% | +245.9% |
| All | +427.2% | +161.7% | +265.5% | +245.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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