+11,498.3%
LIN vs PPG
+1,726.8%
+9,771.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | -0.4% |
| 7D | +0.1% | +0.3% | -0.2% | -0.2% |
| 30D | +7.6% | +20.5% | -13.0% | -3.8% |
| 3M | +6.5% | +5.3% | +1.2% | +2.8% |
| 6M | +6.2% | +15.8% | -9.6% | -3.9% |
| YTD | +23.2% | +24.6% | -1.3% | +4.9% |
| 1Y | +25.4% | +33.6% | -8.2% | +2.4% |
| 3Y | +38.3% | +5.0% | +33.3% | +26.5% |
| 5Y | +64.4% | -14.0% | +78.4% | +64.6% |
| 10Y | +417.3% | +58.2% | +359.1% | +237.9% |
| All | +11,498.3% | +1,726.8% | +9,771.5% | +1,717.9% |
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