+61.9%
LIN vs PFG
+110.8%
-48.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.4% |
| 7D | -2.1% | +5.5% | -7.6% | -4.2% |
| 30D | -2.4% | +2.4% | -4.8% | -3.4% |
| 3M | -5.6% | +13.6% | -19.2% | -10.4% |
| 6M | -3.4% | +27.9% | -31.3% | -12.6% |
| YTD | +13.1% | +35.6% | -22.4% | -0.5% |
| 1Y | +2.5% | +48.5% | -46.0% | -13.5% |
| 3Y | +27.6% | +66.9% | -39.3% | 0.0% |
| All | +61.9% | +110.8% | -48.9% | +9.3% |
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