+119.6%
PM vs LIN
+27.3%
+92.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | -4.9% | -2.1% | -2.8% | -4.2% |
| 30D | -3.4% | -2.4% | -1.0% | -2.6% |
| 3M | +5.2% | -5.6% | +10.8% | +6.9% |
| 6M | +3.7% | -3.4% | +7.1% | +4.6% |
| YTD | +15.8% | +13.1% | +2.7% | +11.3% |
| 1Y | +17.4% | +2.5% | +14.9% | +15.9% |
| All | +119.6% | +27.3% | +92.4% | +102.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling