+412.1%
LIN vs PPG
+57.0%
+355.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +2.0% | +3.2% | -1.2% | +0.4% |
| 30D | +7.9% | +20.4% | -12.5% | -1.8% |
| 3M | +6.3% | +8.4% | -2.1% | +1.8% |
| 6M | +6.5% | +15.6% | -9.2% | -2.0% |
| YTD | +23.6% | +24.4% | -0.8% | +7.9% |
| 1Y | +25.7% | +32.9% | -7.2% | +5.9% |
| 3Y | +35.6% | +3.7% | +31.9% | +27.1% |
| 5Y | +65.9% | -13.7% | +79.6% | +68.3% |
| 10Y | +412.1% | +55.5% | +356.6% | +257.2% |
| All | +412.1% | +57.0% | +355.0% | +257.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling