+39.4%
PM vs LIN
+26.9%
+12.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -4.0% | -4.4% |
| 7D | -3.4% | +3.6% | -7.0% | -4.5% |
| 30D | +5.8% | +6.4% | -0.6% | +3.6% |
| 3M | +6.7% | +6.5% | +0.2% | +4.3% |
| 6M | +19.9% | +4.9% | +15.0% | +17.1% |
| YTD | +27.8% | +23.4% | +4.3% | +17.3% |
| 1Y | +39.4% | +26.3% | +13.1% | +28.1% |
| All | +39.4% | +26.9% | +12.5% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling