+222.1%
LNG vs PSA
+13.7%
+208.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | 0.0% |
| 7D | -4.7% | -1.8% | -2.9% | -4.3% |
| 30D | +3.8% | -8.4% | +12.2% | +5.8% |
| 3M | +16.2% | -7.8% | +24.0% | +18.1% |
| 6M | +11.7% | +0.8% | +10.9% | +10.9% |
| YTD | +44.2% | +16.5% | +27.7% | +37.7% |
| 1Y | +18.6% | +4.7% | +13.9% | +16.3% |
| 3Y | +77.4% | +21.1% | +56.4% | +63.4% |
| All | +222.1% | +13.7% | +208.4% | +202.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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