+1,694.7%
PFE vs LIN
+10,822.5%
-9,127.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | +0.1% | +1.9% |
| 7D | +4.6% | +3.3% | +1.3% | +3.6% |
| 30D | +12.3% | +8.8% | +3.5% | +9.6% |
| 3M | +21.2% | +8.6% | +12.5% | +18.3% |
| 6M | +21.1% | +7.0% | +14.1% | +18.5% |
| YTD | +30.0% | +24.3% | +5.8% | +21.6% |
| 1Y | +35.6% | +27.3% | +8.3% | +25.9% |
| 3Y | +19.5% | +38.9% | -19.5% | +7.9% |
| 5Y | -9.3% | +69.4% | -78.7% | -23.5% |
| 10Y | +70.4% | +440.7% | -370.4% | +2.1% |
| All | +1,694.7% | +10,822.5% | -9,127.8% | +580.9% |
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