+179.9%
LNG vs PRU
+41.4%
+138.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.4% | +2.0% |
| 7D | -8.4% | +3.2% | -11.5% | -9.4% |
| 30D | +2.7% | +7.9% | -5.3% | 0.0% |
| 3M | +11.7% | +1.8% | +9.9% | +10.8% |
| 6M | +19.5% | +24.1% | -4.7% | +10.9% |
| YTD | +48.0% | +12.4% | +35.6% | +41.3% |
| 1Y | +38.4% | +20.9% | +17.4% | +28.4% |
| 3Y | +71.9% | +55.5% | +16.4% | +42.0% |
| 5Y | +179.9% | +42.7% | +137.2% | +130.3% |
| All | +179.9% | +41.4% | +138.5% | +130.3% |
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