+11,823.5%
PCAR vs LNG
+1,178.8%
+10,644.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -0.5% | +3.4% | -3.9% | -0.7% |
| 30D | -6.2% | +14.9% | -21.1% | -6.9% |
| 3M | +5.9% | +21.4% | -15.5% | +4.8% |
| 6M | +0.4% | +17.8% | -17.4% | -0.6% |
| YTD | +14.8% | +51.3% | -36.5% | +12.2% |
| 1Y | +30.1% | +24.4% | +5.7% | +28.4% |
| 3Y | +66.7% | +79.7% | -13.0% | +61.1% |
| 5Y | +166.1% | +241.3% | -75.2% | +148.3% |
| 10Y | +353.7% | +603.1% | -249.5% | +306.4% |
| All | +11,823.5% | +1,178.8% | +10,644.7% | +8,786.7% |
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