+899.1%
PM vs LIN
+797.3%
+101.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +0.6% |
| 7D | +4.3% | +3.3% | +1.0% | +2.9% |
| 30D | +11.5% | +8.8% | +2.7% | +7.8% |
| 3M | +13.0% | +8.6% | +4.4% | +9.3% |
| 6M | +25.9% | +7.0% | +18.9% | +22.2% |
| YTD | +34.0% | +24.3% | +9.7% | +22.5% |
| 1Y | +46.9% | +27.3% | +19.6% | +32.9% |
| 3Y | +158.9% | +38.9% | +119.9% | +124.1% |
| 5Y | +181.3% | +69.4% | +111.9% | +120.3% |
| 10Y | +258.7% | +440.7% | -182.1% | +71.6% |
| All | +899.1% | +797.3% | +101.8% | +254.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling