+25.1%
LIN vs PNR
-35.4%
+60.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +0.3% | -3.7% | +4.1% | +0.9% |
| 30D | +8.0% | +33.1% | -25.1% | +3.4% |
| 3M | +7.7% | +3.7% | +4.0% | +7.2% |
| 6M | +5.1% | -7.7% | +12.8% | +5.9% |
| YTD | +24.7% | -32.4% | +57.1% | +30.0% |
| 1Y | +25.1% | -35.0% | +60.1% | +31.8% |
| All | +25.1% | -35.4% | +60.5% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling