+3,234.7%
PG vs LIN
+10,625.0%
-7,390.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | +2.4% | +0.2% | +2.2% | +2.3% |
| 30D | +12.6% | +6.5% | +6.2% | +10.9% |
| 3M | +13.3% | +5.5% | +7.8% | +11.8% |
| 6M | +13.4% | +3.3% | +10.1% | +12.3% |
| YTD | +18.8% | +22.0% | -3.3% | +12.7% |
| 1Y | +16.5% | +25.7% | -9.3% | +9.7% |
| 3Y | +18.6% | +36.2% | -17.6% | +9.1% |
| 5Y | +28.8% | +66.1% | -37.2% | +11.8% |
| 10Y | +155.0% | +431.0% | -276.0% | +65.4% |
| All | +3,234.7% | +10,625.0% | -7,390.3% | +1,209.1% |
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