+163.1%
PG vs LIN
+418.8%
-255.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | +0.2% | +0.3% | -0.1% | +0.1% |
| 30D | +10.2% | +8.0% | +2.1% | +7.2% |
| 3M | +16.2% | +7.7% | +8.5% | +13.2% |
| 6M | +18.6% | +5.1% | +13.5% | +16.3% |
| YTD | +20.4% | +24.7% | -4.3% | +10.9% |
| 1Y | +16.2% | +25.1% | -8.9% | +6.8% |
| 3Y | +19.9% | +36.8% | -17.0% | +6.1% |
| 5Y | +30.3% | +67.9% | -37.6% | +5.5% |
| 10Y | +163.1% | +427.2% | -264.1% | +47.1% |
| All | +163.1% | +418.8% | -255.7% | +47.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling