+3,293.6%
PG vs LIN
+10,730.7%
-7,437.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.5% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | +12.0% | +7.6% | +4.5% | +10.0% |
| 3M | +16.2% | +6.5% | +9.7% | +14.4% |
| 6M | +16.6% | +6.2% | +10.4% | +14.7% |
| YTD | +20.9% | +23.2% | -2.4% | +14.4% |
| 1Y | +17.8% | +25.4% | -7.6% | +11.1% |
| 3Y | +21.2% | +38.3% | -17.1% | +11.1% |
| 5Y | +31.7% | +64.4% | -32.7% | +14.6% |
| 10Y | +156.9% | +417.3% | -260.4% | +67.6% |
| All | +3,293.6% | +10,730.7% | -7,437.2% | +1,229.0% |
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