+25.7%
LIN vs PPG
+32.4%
-6.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +2.0% | +2.6% | -0.6% | +1.4% |
| 30D | +7.9% | +19.7% | -11.8% | +4.0% |
| 3M | +6.3% | +7.7% | -1.4% | +4.6% |
| 6M | +6.5% | +15.0% | -8.5% | +3.7% |
| YTD | +23.6% | +23.7% | -0.1% | +14.7% |
| 1Y | +25.7% | +32.1% | -6.4% | +13.1% |
| All | +25.7% | +32.4% | -6.7% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling