+231.7%
LNG vs PFG
+108.9%
+122.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | -4.5% | -3.0% | -1.5% | -3.5% |
| 30D | +4.7% | +2.5% | +2.2% | +3.7% |
| 3M | +15.1% | +6.1% | +9.1% | +12.7% |
| 6M | +13.6% | +31.3% | -17.7% | +3.2% |
| YTD | +44.0% | +33.6% | +10.4% | +29.7% |
| 1Y | +18.4% | +48.5% | -30.2% | +2.3% |
| 3Y | +75.9% | +69.6% | +6.2% | +43.0% |
| 5Y | +231.7% | +111.5% | +120.2% | +139.0% |
| All | +231.7% | +108.9% | +122.8% | +139.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling