+550.0%
LNG vs PPG
+26.9%
+523.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -4.7% | -6.2% | +1.6% | -2.8% |
| 30D | +3.8% | -7.9% | +11.8% | +6.4% |
| 3M | +16.2% | -10.2% | +26.4% | +19.1% |
| 6M | +11.7% | +2.7% | +9.0% | +8.3% |
| YTD | +44.2% | +4.9% | +39.3% | +38.0% |
| 1Y | +18.6% | -3.2% | +21.8% | +16.5% |
| 3Y | +77.4% | -17.0% | +94.4% | +80.7% |
| 5Y | +232.3% | -23.3% | +255.6% | +239.7% |
| All | +550.0% | +26.9% | +523.1% | +383.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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