+68.0%
LIN vs PENG
+31.0%
+37.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -23.0% | +22.4% | +0.8% |
| 7D | +3.6% | -36.7% | +40.3% | +6.2% |
| 30D | +6.4% | -42.0% | +48.4% | +9.4% |
| 3M | +6.5% | -33.2% | +39.7% | +8.1% |
| 6M | +4.9% | +2.1% | +2.7% | -0.3% |
| YTD | +23.4% | +90.3% | -66.8% | +9.0% |
| 1Y | +26.3% | +67.7% | -41.3% | +12.9% |
| 3Y | +38.0% | +154.2% | -116.2% | +10.6% |
| 5Y | +68.0% | +28.3% | +39.7% | +34.7% |
| All | +68.0% | +31.0% | +37.0% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling