+24.4%
LNG vs PFG
+51.4%
-26.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.3% |
| 7D | +3.4% | +5.5% | -2.1% | +3.6% |
| 30D | +14.9% | +2.4% | +12.5% | +15.1% |
| 3M | +21.4% | +13.6% | +7.8% | +21.8% |
| 6M | +17.8% | +27.9% | -10.1% | +19.5% |
| YTD | +51.3% | +35.6% | +15.7% | +53.3% |
| 1Y | +24.4% | +48.5% | -24.0% | +26.2% |
| All | +24.4% | +51.4% | -26.9% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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