+1,255.2%
LNG vs PTC
+1,083.4%
+171.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +11.3% | +0.5% | +10.9% | +11.2% |
| 30D | +10.6% | +1.2% | +9.4% | +10.3% |
| 3M | +16.1% | +27.4% | -11.2% | +8.5% |
| 6M | +29.6% | +39.2% | -9.6% | +17.9% |
| YTD | +60.3% | +12.5% | +47.8% | +52.1% |
| 1Y | +46.1% | +12.3% | +33.8% | +38.5% |
| 3Y | +85.9% | +28.8% | +57.1% | +68.5% |
| 5Y | +210.8% | +60.9% | +150.0% | +163.3% |
| 10Y | +808.8% | +316.6% | +492.2% | +500.5% |
| All | +1,255.2% | +1,083.4% | +171.8% | +323.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling