+28.4%
LIN vs PNR
-9.7%
+38.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -2.1% | -2.4% | +0.2% | -1.6% |
| 30D | -2.4% | -12.8% | +10.3% | +0.7% |
| 3M | -5.6% | -17.0% | +11.4% | -1.9% |
| 6M | -3.4% | -37.4% | +34.0% | +7.1% |
| YTD | +13.1% | -41.6% | +54.7% | +27.2% |
| 1Y | +2.5% | -44.6% | +47.1% | +16.9% |
| All | +28.4% | -9.7% | +38.1% | +31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling