+70,455.9%
LNG vs PRU
+806.6%
+69,649.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 7D | +3.4% | +1.9% | +1.6% | +2.6% |
| 30D | +14.9% | +2.7% | +12.1% | +13.6% |
| 3M | +21.4% | +19.5% | +1.9% | +13.1% |
| 6M | +17.8% | +26.6% | -8.8% | +6.8% |
| YTD | +51.3% | +12.3% | +38.9% | +43.2% |
| 1Y | +24.4% | +18.0% | +6.4% | +15.2% |
| 3Y | +79.7% | +47.0% | +32.7% | +50.4% |
| 5Y | +241.3% | +48.4% | +192.9% | +179.4% |
| 10Y | +603.1% | +142.4% | +460.7% | +343.7% |
| All | +70,455.9% | +806.6% | +69,649.3% | +28,932.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling