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  • PM vs LIN✓SelectedUSD · LINPM vs LIN performance historyLatest closeAs of-1.96%09/04
Stock and ETF performance explorer

PM vs LIN

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+192.1%
LIN return
+358.9%
Excess return
-166.8%
Maximum drawdown
-42.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioLINExcessAlpha
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