+550.0%
LNG vs PBR
+697.0%
-147.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -4.7% | +5.4% | -10.0% | -6.2% |
| 30D | +3.8% | +22.9% | -19.1% | -2.5% |
| 3M | +16.2% | +19.6% | -3.5% | +9.9% |
| 6M | +11.7% | +16.5% | -4.8% | +6.4% |
| YTD | +44.2% | +86.7% | -42.4% | +19.6% |
| 1Y | +18.6% | +74.7% | -56.1% | 0.0% |
| 3Y | +77.4% | +102.6% | -25.2% | +40.0% |
| 5Y | +232.3% | +566.6% | -334.3% | +75.4% |
| All | +550.0% | +697.0% | -147.0% | +173.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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