+369.0%
LIN vs PPG
+23.8%
+345.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +2.0% | +0.8% |
| 7D | -4.0% | -3.7% | -0.2% | -2.2% |
| 30D | -4.9% | -7.2% | +2.3% | -1.4% |
| 3M | -9.2% | -7.3% | -1.9% | -6.3% |
| 6M | -2.6% | +0.3% | -2.8% | -4.4% |
| YTD | +10.5% | +6.5% | +4.0% | +4.5% |
| 1Y | -0.1% | +0.5% | -0.6% | -2.9% |
| 3Y | +25.4% | -15.3% | +40.6% | +30.4% |
| 5Y | +59.7% | -22.9% | +82.6% | +70.7% |
| 10Y | +369.0% | +28.4% | +340.6% | +264.8% |
| All | +369.0% | +23.8% | +345.1% | +264.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PPG 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling