+77.1%
LNG vs PFGC
+59.5%
+17.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | -4.5% | -4.8% | +0.4% | -3.9% |
| 30D | +4.7% | -17.2% | +21.9% | +7.1% |
| 3M | +15.1% | -6.3% | +21.5% | +15.9% |
| 6M | +13.6% | +8.8% | +4.7% | +11.5% |
| YTD | +44.0% | +4.9% | +39.0% | +41.7% |
| 1Y | +18.4% | -9.5% | +27.9% | +20.9% |
| All | +77.1% | +59.5% | +17.6% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling