+1,641.6%
PFE vs LIN
+10,749.5%
-9,107.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.8% |
| 7D | -0.2% | +3.6% | -3.8% | -1.2% |
| 30D | +8.7% | +6.4% | +2.3% | +6.7% |
| 3M | +15.8% | +6.5% | +9.3% | +13.7% |
| 6M | +16.8% | +4.9% | +12.0% | +15.0% |
| YTD | +26.2% | +23.4% | +2.7% | +18.3% |
| 1Y | +29.9% | +26.3% | +3.6% | +20.9% |
| 3Y | +15.9% | +38.0% | -22.1% | +4.9% |
| 5Y | -20.6% | +68.0% | -88.6% | -32.9% |
| 10Y | +65.4% | +437.1% | -371.8% | -0.7% |
| All | +1,641.6% | +10,749.5% | -9,107.8% | +562.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling