+361.3%
LIN vs PTC
+224.0%
+137.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.1% | +0.8% |
| 7D | -2.1% | -10.3% | +8.1% | +0.9% |
| 30D | -2.4% | +1.1% | -3.6% | -3.0% |
| 3M | -5.6% | +1.6% | -7.2% | -6.9% |
| 6M | -3.4% | -13.5% | +10.1% | -0.5% |
| YTD | +13.1% | -19.1% | +32.2% | +18.4% |
| 1Y | +2.5% | -33.9% | +36.3% | +14.0% |
| 3Y | +27.6% | -3.9% | +31.5% | +22.6% |
| 5Y | +63.0% | +6.0% | +57.0% | +48.4% |
| All | +361.3% | +224.0% | +137.2% | +183.5% |
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