+18.6%
LNG vs PBR
+74.3%
-55.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | -4.7% | +5.4% | -10.0% | -6.5% |
| 30D | +3.8% | +22.9% | -19.1% | -4.0% |
| 3M | +16.2% | +19.6% | -3.5% | +8.5% |
| 6M | +11.7% | +16.5% | -4.8% | +6.3% |
| YTD | +44.2% | +86.7% | -42.4% | +24.9% |
| 1Y | +18.6% | +74.7% | -56.1% | +4.1% |
| All | +18.6% | +74.3% | -55.7% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling