+231.7%
LNG vs PFGC
+105.5%
+126.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | -4.5% | -4.8% | +0.4% | -3.7% |
| 30D | +4.7% | -17.2% | +21.9% | +7.7% |
| 3M | +15.1% | -6.3% | +21.5% | +16.1% |
| 6M | +13.6% | +8.8% | +4.7% | +11.3% |
| YTD | +44.0% | +4.9% | +39.0% | +41.6% |
| 1Y | +18.4% | -9.5% | +27.9% | +19.8% |
| 3Y | +75.9% | +59.6% | +16.3% | +58.9% |
| 5Y | +231.7% | +113.5% | +118.2% | +171.7% |
| All | +231.7% | +105.5% | +126.2% | +171.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling