+36.2%
LIN vs PFG
+72.1%
-35.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.5% | -0.7% |
| 7D | +0.2% | -0.6% | +0.8% | +0.3% |
| 30D | +6.5% | +2.0% | +4.5% | +5.9% |
| 3M | +5.5% | -3.2% | +8.6% | +6.1% |
| 6M | +3.3% | +10.9% | -7.6% | 0.0% |
| YTD | +22.0% | +28.8% | -6.8% | +12.6% |
| 1Y | +25.7% | +39.2% | -13.4% | +13.0% |
| 3Y | +36.2% | +75.0% | -38.8% | +14.6% |
| All | +36.2% | +72.1% | -35.9% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling