-20.6%
PFE vs LIN
+68.3%
-88.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.7% |
| 7D | -0.2% | +3.6% | -3.8% | -1.4% |
| 30D | +8.7% | +6.4% | +2.3% | +6.4% |
| 3M | +15.8% | +6.5% | +9.3% | +13.3% |
| 6M | +16.8% | +4.9% | +12.0% | +14.6% |
| YTD | +26.2% | +23.4% | +2.7% | +16.5% |
| 1Y | +29.9% | +26.3% | +3.6% | +18.9% |
| 3Y | +15.9% | +38.0% | -22.1% | +3.0% |
| 5Y | -20.6% | +68.0% | -88.6% | -35.1% |
| All | -20.6% | +68.3% | -88.9% | -35.1% |
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