+1,792.1%
LNG vs PBF
+289.1%
+1,503.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +11.3% | +6.5% | +4.9% | +9.9% |
| 30D | +10.6% | -20.0% | +30.6% | +15.3% |
| 3M | +16.1% | -3.3% | +19.5% | +15.8% |
| 6M | +29.6% | +76.8% | -47.3% | +13.5% |
| YTD | +60.3% | +168.9% | -108.6% | +27.6% |
| 1Y | +46.1% | +96.4% | -50.2% | +23.4% |
| 3Y | +85.9% | +77.2% | +8.7% | +52.3% |
| 5Y | +210.8% | +417.7% | -206.9% | +95.5% |
| 10Y | +808.8% | +264.7% | +544.0% | +392.9% |
| All | +1,792.1% | +289.1% | +1,503.1% | +846.2% |
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