+30.0%
LIN vs PWR
+195.8%
-165.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.0% |
| 7D | -2.1% | +3.6% | -5.7% | -2.3% |
| 30D | -2.4% | -8.6% | +6.2% | -1.9% |
| 3M | -5.6% | -13.2% | +7.6% | -4.7% |
| 6M | -3.4% | +9.9% | -13.3% | -4.8% |
| YTD | +13.1% | +48.0% | -34.9% | +8.0% |
| 1Y | +2.5% | +66.2% | -63.7% | -4.0% |
| All | +30.0% | +195.8% | -165.7% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling