-20.7%
PFE vs LIN
+61.6%
-82.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -0.9% |
| 7D | +1.8% | -2.1% | +3.9% | +2.5% |
| 30D | +10.2% | -2.4% | +12.7% | +11.1% |
| 3M | +12.7% | -5.6% | +18.3% | +14.6% |
| 6M | +10.5% | -3.4% | +13.9% | +11.3% |
| YTD | +20.2% | +13.1% | +7.0% | +14.2% |
| 1Y | +24.1% | +2.5% | +21.6% | +22.1% |
| 3Y | -3.6% | +27.6% | -31.2% | -12.1% |
| All | -20.7% | +61.6% | -82.3% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling