+241.6%
LNG vs PCOR
-43.0%
+284.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +0.9% |
| 7D | +3.4% | -9.0% | +12.4% | +4.4% |
| 30D | +14.9% | +4.2% | +10.7% | +14.2% |
| 3M | +21.4% | +14.4% | +7.0% | +19.1% |
| 6M | +17.8% | +0.2% | +17.6% | +16.8% |
| YTD | +51.3% | -20.3% | +71.5% | +53.8% |
| 1Y | +24.4% | -16.1% | +40.6% | +25.3% |
| 3Y | +79.7% | -14.7% | +94.4% | +77.0% |
| All | +241.6% | -43.0% | +284.7% | +235.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling