+60,342.0%
LNG vs PFG
+999.6%
+59,342.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.1% | -4.9% |
| 7D | -6.2% | +6.0% | -12.2% | -8.4% |
| 30D | +8.0% | +2.2% | +5.8% | +6.8% |
| 3M | +16.9% | +10.4% | +6.5% | +12.0% |
| 6M | +8.7% | +27.8% | -19.1% | -2.1% |
| YTD | +43.0% | +33.6% | +9.4% | +26.3% |
| 1Y | +19.4% | +49.3% | -29.9% | +0.5% |
| 3Y | +74.7% | +69.7% | +5.0% | +37.8% |
| 5Y | +222.4% | +111.3% | +111.1% | +127.5% |
| 10Y | +532.2% | +240.3% | +291.9% | +245.3% |
| All | +60,342.0% | +999.6% | +59,342.4% | +18,290.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling