+548.8%
LNG vs PTC
+200.2%
+348.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -4.5% | -14.2% | +9.8% | -0.4% |
| 30D | +4.7% | -14.4% | +19.1% | +9.0% |
| 3M | +15.1% | -4.7% | +19.9% | +15.5% |
| 6M | +13.6% | -19.3% | +32.9% | +19.0% |
| YTD | +44.0% | -26.1% | +70.1% | +54.3% |
| 1Y | +18.4% | -37.1% | +55.4% | +32.9% |
| 3Y | +75.9% | -10.4% | +86.2% | +72.4% |
| 5Y | +231.7% | +2.5% | +229.2% | +203.2% |
| All | +548.8% | +200.2% | +348.6% | +278.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling