+417.3%
LIN vs PEG
+155.4%
+261.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | -0.4% |
| 7D | +0.1% | +0.9% | -0.8% | -0.3% |
| 30D | +7.6% | +3.8% | +3.8% | +5.9% |
| 3M | +6.5% | +0.1% | +6.5% | +6.3% |
| 6M | +6.2% | -1.0% | +7.2% | +6.3% |
| YTD | +23.2% | -4.1% | +27.4% | +24.5% |
| 1Y | +25.4% | -6.9% | +32.3% | +28.2% |
| 3Y | +38.3% | +35.6% | +2.7% | +16.6% |
| 5Y | +64.4% | +42.8% | +21.7% | +34.0% |
| 10Y | +417.3% | +160.2% | +257.1% | +239.7% |
| All | +417.3% | +155.4% | +261.9% | +239.7% |
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