+367.9%
PCAR vs LNG
+543.8%
-175.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.2% | -6.7% | +6.5% | +1.3% |
| 30D | -6.9% | +3.9% | -10.7% | -7.8% |
| 3M | +2.1% | +15.5% | -13.4% | -1.7% |
| 6M | +1.6% | +10.5% | -8.9% | -1.8% |
| YTD | +12.2% | +43.0% | -30.7% | +1.7% |
| 1Y | +28.0% | +18.9% | +9.2% | +21.3% |
| 3Y | +61.0% | +74.7% | -13.7% | +36.0% |
| 5Y | +163.9% | +231.2% | -67.3% | +80.4% |
| 10Y | +367.9% | +544.5% | -176.6% | +153.0% |
| All | +367.9% | +543.8% | -175.9% | +153.0% |
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