+10,545.1%
LIN vs PPG
+1,540.5%
+9,004.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.9% |
| 7D | -2.1% | -1.5% | -0.6% | -1.3% |
| 30D | -2.4% | -5.0% | +2.5% | +0.4% |
| 3M | -5.6% | +1.1% | -6.7% | -6.9% |
| 6M | -3.4% | -3.2% | -0.2% | -3.7% |
| YTD | +13.1% | +11.9% | +1.2% | +3.0% |
| 1Y | +2.5% | +5.3% | -2.9% | -3.7% |
| 3Y | +27.6% | -15.0% | +42.6% | +32.5% |
| 5Y | +63.0% | -19.6% | +82.6% | +69.9% |
| 10Y | +359.3% | +27.0% | +332.2% | +242.5% |
| All | +10,545.1% | +1,540.5% | +9,004.6% | +1,684.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling