+361.0%
LIN vs PEG
+140.8%
+220.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | -2.1% | +0.7% | -2.8% | -2.4% |
| 30D | -2.4% | -2.4% | 0.0% | -1.5% |
| 3M | -5.6% | -4.8% | -0.8% | -3.8% |
| 6M | -3.4% | -10.7% | +7.3% | +0.9% |
| YTD | +13.1% | -6.7% | +19.8% | +15.7% |
| 1Y | +2.5% | -6.8% | +9.3% | +4.6% |
| 3Y | +27.6% | +34.5% | -6.9% | +8.1% |
| 5Y | +63.0% | +35.8% | +27.3% | +36.2% |
| All | +361.0% | +140.8% | +220.2% | +209.7% |
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