+361.3%
LIN vs PR
+109.1%
+252.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.9% |
| 7D | -2.1% | +2.9% | -5.0% | -2.3% |
| 30D | -2.4% | +18.0% | -20.5% | -3.2% |
| 3M | -5.6% | +16.9% | -22.4% | -6.4% |
| 6M | -3.4% | +28.2% | -31.6% | -4.7% |
| YTD | +13.1% | +69.3% | -56.2% | +10.0% |
| 1Y | +2.5% | +69.5% | -67.0% | -0.5% |
| 3Y | +27.6% | +81.7% | -54.1% | +22.8% |
| 5Y | +63.0% | +422.2% | -359.2% | +48.8% |
| All | +361.3% | +109.1% | +252.2% | +355.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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