+412.1%
LIN vs PEG
+159.1%
+252.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.5% |
| 7D | +2.0% | +2.6% | -0.6% | +0.9% |
| 30D | +7.9% | +3.3% | +4.5% | +6.4% |
| 3M | +6.3% | +1.1% | +5.2% | +5.6% |
| 6M | +6.5% | -1.4% | +7.9% | +6.8% |
| YTD | +23.6% | -4.6% | +28.2% | +25.1% |
| 1Y | +25.7% | -7.2% | +32.9% | +28.8% |
| 3Y | +35.6% | +33.7% | +1.9% | +15.0% |
| 5Y | +65.9% | +40.8% | +25.0% | +36.0% |
| 10Y | +412.1% | +162.8% | +249.3% | +232.8% |
| All | +412.1% | +159.1% | +252.9% | +232.8% |
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