+257.4%
LNG vs PCOR
-9.0%
+266.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.6% |
| 7D | -8.4% | +22.2% | -30.6% | -10.3% |
| 30D | +2.7% | +36.0% | -33.4% | -0.6% |
| 3M | +11.7% | +34.0% | -22.3% | +8.1% |
| 6M | +19.5% | +43.5% | -24.0% | +14.2% |
| YTD | +48.0% | +5.1% | +42.9% | +45.8% |
| 1Y | +38.4% | -3.9% | +42.3% | +37.8% |
| 3Y | +71.9% | +52.9% | +18.9% | +59.2% |
| 5Y | +179.9% | -18.7% | +198.5% | +162.2% |
| All | +257.4% | -9.0% | +266.4% | +235.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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