+168.2%
PCAR vs LNG
+218.5%
-50.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.7% | -1.0% |
| 7D | 0.0% | -6.2% | +6.2% | +0.9% |
| 30D | -7.7% | +8.0% | -15.7% | -8.8% |
| 3M | +3.7% | +16.9% | -13.2% | +1.1% |
| 6M | +2.3% | +8.7% | -6.4% | +0.3% |
| YTD | +12.8% | +43.0% | -30.2% | +5.3% |
| 1Y | +27.8% | +19.4% | +8.3% | +23.1% |
| 3Y | +61.8% | +74.7% | -12.9% | +44.0% |
| 5Y | +168.2% | +222.4% | -54.2% | +113.4% |
| All | +168.2% | +218.5% | -50.3% | +113.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling