+222.1%
LNG vs PSLV
+154.2%
+67.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -4.7% | -3.5% | -1.2% | -4.6% |
| 30D | +3.8% | -2.1% | +6.0% | +3.9% |
| 3M | +16.2% | -1.6% | +17.8% | +16.1% |
| 6M | +11.7% | -25.5% | +37.2% | +13.5% |
| YTD | +44.2% | -11.4% | +55.6% | +41.1% |
| 1Y | +18.6% | +48.6% | -30.0% | +6.7% |
| 3Y | +77.4% | +166.9% | -89.5% | +41.2% |
| All | +222.1% | +154.2% | +67.8% | +154.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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