+11,385.0%
LIN vs PNR
+3,023.6%
+8,361.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.2% | -0.3% |
| 7D | +0.2% | +2.8% | -2.6% | -0.9% |
| 30D | +6.5% | +31.2% | -24.7% | -4.1% |
| 3M | +5.5% | -2.1% | +7.5% | +5.5% |
| 6M | +3.3% | -14.0% | +17.3% | +7.6% |
| YTD | +22.0% | -33.6% | +55.6% | +38.3% |
| 1Y | +25.7% | -35.2% | +60.9% | +43.7% |
| 3Y | +36.2% | +15.8% | +20.4% | +22.6% |
| 5Y | +66.1% | -1.8% | +67.9% | +56.0% |
| 10Y | +431.0% | +117.0% | +314.0% | +260.5% |
| All | +11,385.0% | +3,023.6% | +8,361.4% | +3,771.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling