+10,027.9%
PCAR vs LNG
+1,188.2%
+8,839.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | 0.0% |
| 7D | +3.8% | -5.5% | +9.3% | +4.1% |
| 30D | -2.0% | +5.7% | -7.7% | -2.3% |
| 3M | -19.1% | +10.7% | -29.8% | -19.6% |
| 6M | -6.8% | +23.1% | -29.9% | -7.9% |
| YTD | -2.5% | +52.4% | -54.9% | -4.8% |
| 1Y | +9.7% | +40.0% | -30.4% | +7.5% |
| 3Y | +34.0% | +76.0% | -42.1% | +29.5% |
| 5Y | +113.3% | +194.7% | -81.3% | +100.4% |
| 10Y | +278.2% | +726.7% | -448.5% | +236.2% |
| All | +10,027.9% | +1,188.2% | +8,839.6% | +7,439.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling