+61.9%
LIN vs PFGC
+111.4%
-49.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.8% |
| 7D | -2.1% | -2.2% | +0.1% | -1.6% |
| 30D | -2.4% | -11.9% | +9.5% | +0.7% |
| 3M | -5.6% | +5.0% | -10.6% | -6.9% |
| 6M | -3.4% | +8.6% | -12.0% | -5.9% |
| YTD | +13.1% | +9.7% | +3.4% | +9.2% |
| 1Y | +2.5% | -6.3% | +8.8% | +3.4% |
| 3Y | +27.6% | +58.2% | -30.6% | +8.5% |
| All | +61.9% | +111.4% | -49.5% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling