+24.4%
LNG vs PFGC
-5.1%
+29.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.3% |
| 7D | +3.4% | -2.2% | +5.6% | +3.2% |
| 30D | +14.9% | -11.9% | +26.8% | +13.4% |
| 3M | +21.4% | +5.0% | +16.4% | +22.6% |
| 6M | +17.8% | +8.6% | +9.2% | +20.3% |
| YTD | +51.3% | +9.7% | +41.6% | +54.5% |
| 1Y | +24.4% | -6.3% | +30.7% | +31.5% |
| All | +24.4% | -5.1% | +29.5% | +31.5% |
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