+13.2%
PCAR vs LNG
+45.6%
-32.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +4.9% | +11.3% | -6.4% | +6.3% |
| 30D | -1.4% | +10.6% | -12.1% | -0.2% |
| 3M | -18.1% | +16.1% | -34.3% | -16.4% |
| 6M | -4.0% | +29.6% | -33.6% | -0.3% |
| YTD | -1.5% | +60.3% | -61.8% | +7.0% |
| 1Y | +13.2% | +46.1% | -32.9% | +15.0% |
| All | +13.2% | +45.6% | -32.5% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling