+500.7%
LNG vs PFGC
+409.4%
+91.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.9% | -3.6% | -5.2% |
| 7D | -6.2% | -2.4% | -3.7% | -5.8% |
| 30D | +8.0% | -15.8% | +23.8% | +11.1% |
| 3M | +16.9% | -0.6% | +17.5% | +16.8% |
| 6M | +8.7% | +10.7% | -2.0% | +6.2% |
| YTD | +43.0% | +7.6% | +35.4% | +40.0% |
| 1Y | +19.4% | -7.8% | +27.2% | +20.1% |
| 3Y | +74.7% | +63.7% | +11.0% | +57.5% |
| 5Y | +222.4% | +112.3% | +110.2% | +172.0% |
| 10Y | +532.2% | +286.7% | +245.5% | +365.4% |
| All | +500.7% | +409.4% | +91.2% | +333.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling