+1,587.7%
LNG vs PBF
+317.1%
+1,270.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.3% | -8.7% | -6.1% |
| 7D | -6.2% | +2.4% | -8.5% | -6.6% |
| 30D | +8.0% | +24.9% | -16.9% | +3.0% |
| 3M | +16.9% | +81.9% | -65.0% | +2.6% |
| 6M | +8.7% | +79.4% | -70.7% | -5.0% |
| YTD | +43.0% | +188.3% | -145.3% | +13.0% |
| 1Y | +19.4% | +177.3% | -157.8% | -6.1% |
| 3Y | +74.7% | +56.0% | +18.7% | +47.6% |
| 5Y | +222.4% | +804.0% | -581.6% | +81.6% |
| 10Y | +532.2% | +334.1% | +198.1% | +229.6% |
| All | +1,587.7% | +317.1% | +1,270.7% | +737.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling