+550.0%
LNG vs PFG
+251.1%
+298.9%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -4.7% | -0.4% | -4.2% | -4.5% |
| 30D | +3.8% | +2.9% | +0.9% | +2.4% |
| 3M | +16.2% | +6.7% | +9.4% | +12.8% |
| 6M | +11.7% | +33.8% | -22.1% | -1.4% |
| YTD | +44.2% | +35.0% | +9.2% | +26.5% |
| 1Y | +18.6% | +46.4% | -27.8% | +0.2% |
| 3Y | +77.4% | +71.7% | +5.8% | +38.1% |
| 5Y | +232.3% | +113.7% | +118.6% | +128.8% |
| All | +550.0% | +251.1% | +298.9% | +213.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling