-16.0%
PCG vs LNG
+42.0%
-58.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.2% | +7.0% | +0.4% |
| 7D | +1.9% | -1.9% | +3.8% | +1.8% |
| 30D | +8.5% | +6.2% | +2.3% | +9.1% |
| 3M | -22.9% | +13.7% | -36.6% | -23.0% |
| 6M | -16.8% | +7.5% | -24.3% | -17.1% |
| YTD | -15.8% | +51.3% | -67.1% | -22.4% |
| 1Y | -16.0% | +42.6% | -58.6% | -20.7% |
| All | -16.0% | +42.0% | -58.0% | -20.7% |
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 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