+726.7%
LNG vs PRU
+107.2%
+619.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +2.0% | +2.6% |
| 7D | -5.5% | +3.8% | -9.2% | -7.0% |
| 30D | +5.7% | +9.0% | -3.3% | +1.9% |
| 3M | +10.7% | +2.1% | +8.6% | +9.3% |
| 6M | +23.1% | +25.4% | -2.4% | +11.9% |
| YTD | +52.4% | +13.5% | +38.9% | +43.1% |
| 1Y | +40.0% | +21.3% | +18.7% | +27.7% |
| 3Y | +76.0% | +55.1% | +20.9% | +42.5% |
| 5Y | +194.7% | +43.6% | +151.1% | +141.3% |
| 10Y | +726.7% | +99.2% | +627.4% | +427.6% |
| All | +726.7% | +107.2% | +619.5% | +427.6% |
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