+370.7%
LIN vs PPG
+26.8%
+343.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -0.7% |
| 7D | -3.5% | 0.0% | -3.5% | -3.5% |
| 30D | -4.1% | -7.8% | +3.7% | -0.3% |
| 3M | -6.4% | -2.2% | -4.2% | -5.9% |
| 6M | -2.4% | +4.1% | -6.6% | -6.0% |
| YTD | +10.9% | +9.1% | +1.9% | +3.7% |
| 1Y | 0.0% | +1.0% | -0.9% | -2.9% |
| 3Y | +25.8% | -13.3% | +39.1% | +29.4% |
| 5Y | +60.8% | -19.2% | +80.0% | +67.8% |
| All | +370.7% | +26.8% | +343.9% | +262.0% |
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