+361.3%
LIN vs PFG
+244.0%
+117.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.3% |
| 7D | -2.1% | +5.5% | -7.6% | -4.4% |
| 30D | -2.4% | +2.4% | -4.8% | -3.5% |
| 3M | -5.6% | +13.6% | -19.2% | -10.7% |
| 6M | -3.4% | +27.9% | -31.3% | -13.1% |
| YTD | +13.1% | +35.6% | -22.4% | -1.0% |
| 1Y | +2.5% | +48.5% | -46.0% | -13.9% |
| 3Y | +27.6% | +66.9% | -39.3% | +0.1% |
| 5Y | +63.0% | +111.0% | -47.9% | +13.8% |
| All | +361.3% | +244.0% | +117.3% | +136.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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