+24.1%
PFE vs LIN
+2.8%
+21.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -1.1% |
| 7D | +1.8% | -2.1% | +3.9% | +2.0% |
| 30D | +10.2% | -2.4% | +12.7% | +10.5% |
| 3M | +12.7% | -5.6% | +18.3% | +13.2% |
| 6M | +10.5% | -3.4% | +13.9% | +10.8% |
| YTD | +20.2% | +13.1% | +7.0% | +18.6% |
| 1Y | +24.1% | +2.5% | +21.6% | +19.6% |
| All | +24.1% | +2.8% | +21.2% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 1y: compounded portfolio wealth divided by compounded LIN 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…
1y analysis · Full analysis span regression · 6 months rolling