+75.9%
LNG vs PTC
-7.5%
+83.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.5% | 0.0% | -4.8% |
| 7D | -6.2% | -12.8% | +6.6% | -4.6% |
| 30D | +8.0% | -9.8% | +17.8% | +9.2% |
| 3M | +16.9% | -2.1% | +19.0% | +17.1% |
| 6M | +8.7% | -18.1% | +26.8% | +12.2% |
| YTD | +43.0% | -23.5% | +66.5% | +49.4% |
| 1Y | +19.4% | -37.4% | +56.8% | +30.4% |
| All | +75.9% | -7.5% | +83.5% | +65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling