+68.5%
LIN vs PFG
+92.7%
-24.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | +2.1% | +2.4% | -0.3% | +1.2% |
| 30D | +6.8% | +5.9% | +0.9% | +4.4% |
| 3M | +10.4% | -0.4% | +10.8% | +10.1% |
| 6M | +3.2% | +14.8% | -11.7% | -2.9% |
| YTD | +24.6% | +31.9% | -7.3% | +10.4% |
| 1Y | +24.4% | +38.8% | -14.4% | +7.7% |
| 3Y | +36.7% | +82.4% | -45.6% | +1.8% |
| All | +68.5% | +92.7% | -24.2% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling