+361.3%
LIN vs PWR
+2,321.3%
-1,960.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -2.1% | +3.6% | -5.7% | -3.0% |
| 30D | -2.4% | -8.6% | +6.2% | -0.4% |
| 3M | -5.6% | -13.2% | +7.6% | -3.1% |
| 6M | -3.4% | +9.9% | -13.3% | -8.2% |
| YTD | +13.1% | +48.0% | -34.9% | -2.3% |
| 1Y | +2.5% | +66.2% | -63.7% | -15.5% |
| 3Y | +27.6% | +195.1% | -167.5% | -18.1% |
| 5Y | +63.0% | +442.6% | -379.5% | -19.9% |
| All | +361.3% | +2,321.3% | -1,960.0% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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