+65.9%
LIN vs PGR
+174.0%
-108.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | +0.2% | +1.0% | -0.7% | 0.0% |
| 30D | +6.2% | +5.7% | +0.5% | +4.6% |
| 3M | +9.3% | +13.6% | -4.3% | +5.6% |
| 6M | +4.4% | +18.8% | -14.4% | -0.8% |
| YTD | +23.7% | +10.1% | +13.6% | +19.7% |
| 1Y | +23.5% | +13.0% | +10.4% | +18.5% |
| 3Y | +35.8% | +60.6% | -24.8% | +16.8% |
| 5Y | +65.9% | +173.5% | -107.7% | +14.2% |
| All | +65.9% | +174.0% | -108.1% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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