+231.2%
LNG vs PTC
-0.9%
+232.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.2% | +0.5% |
| 7D | -6.7% | -13.6% | +6.8% | -4.5% |
| 30D | +3.9% | -14.7% | +18.5% | +6.5% |
| 3M | +15.5% | -5.9% | +21.4% | +16.2% |
| 6M | +10.5% | -21.1% | +31.6% | +14.9% |
| YTD | +43.0% | -26.0% | +69.0% | +50.3% |
| 1Y | +18.9% | -36.8% | +55.7% | +29.2% |
| 3Y | +74.7% | -10.3% | +84.9% | +71.5% |
| 5Y | +231.2% | +1.2% | +230.1% | +212.0% |
| All | +231.2% | -0.9% | +232.2% | +212.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling