+67.3%
LNG vs PRU
+51.6%
+15.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | 0.0% |
| 7D | -15.9% | +2.4% | -18.3% | -16.4% |
| 30D | +2.1% | +6.1% | -4.0% | +0.5% |
| 3M | +4.8% | -0.7% | +5.5% | +4.8% |
| 6M | +6.8% | +22.1% | -15.3% | +1.0% |
| YTD | +44.0% | +9.8% | +34.2% | +40.1% |
| 1Y | +34.9% | +19.4% | +15.6% | +27.3% |
| All | +67.3% | +51.6% | +15.7% | +46.6% |
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 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