+431.5%
LIN vs PTC
+312.5%
+119.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +2.1% | +0.5% | +1.6% | +2.0% |
| 30D | +6.8% | +1.2% | +5.6% | +6.4% |
| 3M | +10.4% | +27.4% | -17.0% | +1.9% |
| 6M | +3.2% | +39.2% | -36.0% | -8.0% |
| YTD | +24.6% | +12.5% | +12.1% | +17.7% |
| 1Y | +24.4% | +12.3% | +12.1% | +17.5% |
| 3Y | +36.7% | +28.8% | +7.9% | +20.1% |
| 5Y | +67.0% | +60.9% | +6.1% | +33.8% |
| All | +431.5% | +312.5% | +119.0% | +203.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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