+77.1%
LNG vs PBF
+56.6%
+20.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | +0.6% |
| 7D | -4.5% | +2.3% | -6.8% | -4.8% |
| 30D | +4.7% | +11.6% | -6.9% | +2.6% |
| 3M | +15.1% | +81.7% | -66.6% | +3.8% |
| 6M | +13.6% | +96.4% | -82.9% | +1.0% |
| YTD | +44.0% | +189.5% | -145.5% | +20.8% |
| 1Y | +18.4% | +180.7% | -162.4% | -1.1% |
| All | +77.1% | +56.6% | +20.5% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling