+550.0%
LNG vs PFGC
+292.9%
+257.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -4.7% | -4.8% | +0.1% | -3.9% |
| 30D | +3.8% | -12.5% | +16.4% | +6.2% |
| 3M | +16.2% | -9.7% | +25.9% | +18.0% |
| 6M | +11.7% | +7.0% | +4.7% | +9.8% |
| YTD | +44.2% | +4.5% | +39.7% | +41.9% |
| 1Y | +18.6% | -11.6% | +30.1% | +20.1% |
| 3Y | +77.4% | +58.5% | +18.9% | +61.0% |
| 5Y | +232.3% | +112.6% | +119.7% | +180.6% |
| All | +550.0% | +292.9% | +257.1% | +400.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling