+77.1%
LNG vs PEG
+32.0%
+45.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -4.5% | -0.9% | -3.6% | -4.2% |
| 30D | +4.7% | -2.8% | +7.4% | +5.7% |
| 3M | +15.1% | -6.9% | +22.1% | +18.0% |
| 6M | +13.6% | -11.4% | +25.0% | +18.1% |
| YTD | +44.0% | -7.4% | +51.3% | +46.6% |
| 1Y | +18.4% | -8.3% | +26.6% | +20.7% |
| All | +77.1% | +32.0% | +45.1% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 3y: compounded portfolio wealth divided by compounded PEG 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…
3y analysis · Full analysis span regression · 6 months rolling