+222.4%
LNG vs PRU
+45.5%
+176.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.2% | -3.3% | -4.8% |
| 7D | -6.2% | +1.9% | -8.1% | -6.7% |
| 30D | +8.0% | -0.4% | +8.4% | +8.1% |
| 3M | +16.9% | +16.4% | +0.5% | +11.0% |
| 6M | +8.7% | +26.0% | -17.4% | +0.1% |
| YTD | +43.0% | +9.9% | +33.1% | +37.9% |
| 1Y | +19.4% | +18.8% | +0.7% | +11.6% |
| 3Y | +74.7% | +45.3% | +29.4% | +48.4% |
| 5Y | +222.4% | +45.6% | +176.9% | +159.9% |
| All | +222.4% | +45.5% | +176.9% | +159.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling