+192.1%
PM vs LIN
+358.9%
-166.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | -4.9% | -2.1% | -2.8% | -4.1% |
| 30D | -3.4% | -2.4% | -1.0% | -2.4% |
| 3M | +5.2% | -5.6% | +10.8% | +7.4% |
| 6M | +3.7% | -3.4% | +7.1% | +4.9% |
| YTD | +15.8% | +13.1% | +2.7% | +9.8% |
| 1Y | +17.4% | +2.5% | +14.9% | +15.7% |
| 3Y | +116.9% | +27.6% | +89.3% | +93.4% |
| 5Y | +117.3% | +63.0% | +54.3% | +70.6% |
| All | +192.1% | +358.9% | -166.8% | +51.7% |
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