+544.5%
LNG vs PRU
+135.5%
+409.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.5% |
| 7D | -6.7% | -1.9% | -4.9% | -6.1% |
| 30D | +3.9% | -2.6% | +6.4% | +4.8% |
| 3M | +15.5% | +14.7% | +0.8% | +9.2% |
| 6M | +10.5% | +25.7% | -15.2% | +0.4% |
| YTD | +43.0% | +8.3% | +34.7% | +37.3% |
| 1Y | +18.9% | +17.3% | +1.6% | +10.2% |
| 3Y | +74.7% | +43.2% | +31.5% | +46.5% |
| 5Y | +231.2% | +43.5% | +187.7% | +171.7% |
| 10Y | +544.5% | +134.6% | +409.9% | +293.2% |
| All | +544.5% | +135.5% | +409.0% | +293.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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