+285.6%
PCAR vs LNG
+735.8%
-450.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -0.5% |
| 7D | +3.8% | -5.5% | +9.3% | +5.0% |
| 30D | -2.0% | +5.7% | -7.7% | -3.5% |
| 3M | -19.1% | +10.7% | -29.8% | -21.3% |
| 6M | -6.8% | +23.1% | -29.9% | -11.9% |
| YTD | -2.5% | +52.4% | -54.9% | -13.2% |
| 1Y | +9.7% | +40.0% | -30.4% | -0.5% |
| 3Y | +34.0% | +76.0% | -42.1% | +13.0% |
| 5Y | +113.3% | +194.7% | -81.3% | +51.5% |
| All | +285.6% | +735.8% | -450.2% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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