+320.5%
LIN vs PENG
+762.7%
-442.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.4% | -7.4% | -1.6% |
| 7D | -2.1% | +4.5% | -6.7% | -2.6% |
| 30D | -2.4% | -7.1% | +4.7% | -1.9% |
| 3M | -5.6% | -27.3% | +21.7% | -4.4% |
| 6M | -3.4% | +169.6% | -173.0% | -17.2% |
| YTD | +13.1% | +164.6% | -151.5% | -3.2% |
| 1Y | +2.5% | +109.5% | -107.0% | -10.4% |
| 3Y | +27.6% | +98.9% | -71.3% | +5.9% |
| 5Y | +63.0% | +116.3% | -53.2% | +29.5% |
| All | +320.5% | +762.7% | -442.1% | +198.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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