+1,116.8%
LNG vs PNR
+1,631.6%
-514.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.3% |
| 7D | -4.5% | -5.5% | +1.0% | -2.1% |
| 30D | +4.7% | -15.6% | +20.2% | +12.5% |
| 3M | +15.1% | -20.2% | +35.3% | +25.3% |
| 6M | +13.6% | -36.6% | +50.2% | +35.2% |
| YTD | +44.0% | -45.0% | +88.9% | +81.1% |
| 1Y | +18.4% | -47.4% | +65.8% | +51.4% |
| 3Y | +75.9% | -13.7% | +89.6% | +73.6% |
| 5Y | +231.7% | -20.8% | +252.5% | +227.8% |
| 10Y | +549.0% | +65.2% | +483.8% | +327.6% |
| All | +1,116.8% | +1,631.6% | -514.8% | +681.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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