+468.1%
LIN vs PFGC
+419.1%
+49.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | -2.1% | -2.2% | +0.1% | -1.7% |
| 30D | -2.4% | -11.9% | +9.5% | -0.2% |
| 3M | -5.6% | +5.0% | -10.6% | -6.5% |
| 6M | -3.4% | +8.6% | -12.0% | -5.1% |
| YTD | +13.1% | +9.7% | +3.4% | +10.5% |
| 1Y | +2.5% | -6.3% | +8.8% | +2.9% |
| 3Y | +27.6% | +58.2% | -30.6% | +15.5% |
| 5Y | +63.0% | +110.4% | -47.4% | +38.4% |
| 10Y | +359.3% | +272.8% | +86.5% | +251.8% |
| All | +468.1% | +419.1% | +49.0% | +312.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling