+63.3%
LIN vs PNR
-2.8%
+66.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.2% | -0.4% |
| 7D | +0.2% | +2.8% | -2.6% | -0.7% |
| 30D | +6.5% | +31.2% | -24.7% | -2.6% |
| 3M | +5.5% | -2.1% | +7.5% | +5.8% |
| 6M | +3.3% | -14.0% | +17.3% | +7.5% |
| YTD | +22.0% | -33.6% | +55.6% | +37.4% |
| 1Y | +25.7% | -35.2% | +60.9% | +42.7% |
| 3Y | +36.2% | +15.8% | +20.4% | +19.6% |
| All | +63.3% | -2.8% | +66.2% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling