+234.7%
PM vs LIN
+430.8%
-196.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.8% |
| 7D | -7.3% | +0.1% | -7.4% | -7.3% |
| 30D | -4.0% | +7.6% | -11.6% | -6.8% |
| 3M | +2.7% | +6.5% | -3.8% | +0.1% |
| 6M | +14.9% | +6.2% | +8.7% | +11.8% |
| YTD | +23.5% | +23.2% | +0.3% | +13.1% |
| 1Y | +30.4% | +25.4% | +4.9% | +18.5% |
| 3Y | +143.2% | +38.3% | +104.9% | +110.2% |
| 5Y | +159.5% | +64.4% | +95.0% | +104.2% |
| 10Y | +234.7% | +417.3% | -182.7% | +69.4% |
| All | +234.7% | +430.8% | -196.2% | +69.4% |
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