+427.9%
LIN vs PFGC
+346.1%
+81.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.6% |
| 7D | +0.2% | +0.3% | 0.0% | +0.2% |
| 30D | +6.2% | +16.1% | -10.0% | +3.1% |
| 3M | +9.3% | +2.4% | +7.0% | +8.6% |
| 6M | +4.4% | +15.7% | -11.3% | +1.2% |
| YTD | +23.7% | +22.3% | +1.5% | +18.2% |
| 1Y | +23.5% | +13.9% | +9.6% | +19.4% |
| 3Y | +35.8% | +80.3% | -44.5% | +19.6% |
| 5Y | +65.9% | +136.1% | -70.2% | +37.5% |
| All | +427.9% | +346.1% | +81.8% | +298.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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