+550.0%
LNG vs PBF
+374.8%
+175.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.1% |
| 7D | -4.7% | +5.3% | -10.0% | -5.7% |
| 30D | +3.8% | +11.7% | -7.9% | +1.3% |
| 3M | +16.2% | +91.1% | -74.9% | +1.5% |
| 6M | +11.7% | +88.4% | -76.7% | -2.6% |
| YTD | +44.2% | +194.1% | -149.8% | +14.5% |
| 1Y | +18.6% | +180.4% | -161.8% | -6.1% |
| 3Y | +77.4% | +59.3% | +18.1% | +50.2% |
| 5Y | +232.3% | +816.3% | -584.0% | +91.5% |
| All | +550.0% | +374.8% | +175.2% | +266.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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