+71.9%
LNG vs PRU
+55.2%
+16.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.4% | +2.2% |
| 7D | -8.4% | +3.2% | -11.5% | -9.1% |
| 30D | +2.7% | +7.9% | -5.3% | +0.6% |
| 3M | +11.7% | +1.8% | +9.9% | +11.1% |
| 6M | +19.5% | +24.1% | -4.7% | +12.6% |
| YTD | +48.0% | +12.4% | +35.6% | +43.2% |
| 1Y | +38.4% | +20.9% | +17.4% | +30.3% |
| 3Y | +71.9% | +55.5% | +16.4% | +49.9% |
| All | +71.9% | +55.2% | +16.7% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling