+64.4%
LIN vs PFGC
+135.8%
-71.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | 0.0% |
| 7D | +0.1% | +10.8% | -10.7% | -2.7% |
| 30D | +7.6% | +17.8% | -10.2% | +2.9% |
| 3M | +6.5% | -2.7% | +9.3% | +7.0% |
| 6M | +6.2% | +20.0% | -13.8% | +0.8% |
| YTD | +23.2% | +24.3% | -1.1% | +14.8% |
| 1Y | +25.4% | +13.2% | +12.2% | +20.0% |
| 3Y | +38.3% | +85.9% | -47.6% | +11.7% |
| 5Y | +64.4% | +141.0% | -76.6% | +20.5% |
| All | +64.4% | +135.8% | -71.3% | +20.5% |
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