+42.6%
LNG vs PFGC
+12.5%
+30.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +13.5% | -19.7% | -3.7% |
| 7D | -1.9% | +13.9% | -15.8% | +0.7% |
| 30D | +6.2% | +18.4% | -12.1% | +9.6% |
| 3M | +13.7% | -2.5% | +16.3% | +14.4% |
| 6M | +7.5% | +26.0% | -18.5% | +13.1% |
| YTD | +51.3% | +21.9% | +29.4% | +60.5% |
| 1Y | +42.6% | +13.4% | +29.3% | +50.7% |
| All | +42.6% | +12.5% | +30.2% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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