+116.1%
PG vs LIN
+373.9%
-257.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.3% |
| 7D | -0.8% | -2.4% | +1.6% | 0.0% |
| 30D | +0.8% | -2.4% | +3.3% | +1.7% |
| 3M | -1.3% | -9.3% | +7.9% | +1.9% |
| 6M | -3.8% | -2.6% | -1.3% | -3.3% |
| YTD | +3.6% | +10.4% | -6.8% | -0.4% |
| 1Y | -5.7% | -2.3% | -3.4% | -5.5% |
| 3Y | +1.6% | +24.4% | -22.8% | -7.1% |
| 5Y | +14.6% | +60.7% | -46.1% | -5.8% |
| All | +116.1% | +373.9% | -257.7% | +27.2% |
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