-76.2%
PCG vs LNG
+724.9%
-801.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | -0.1% |
| 7D | -0.5% | -5.5% | +5.0% | +0.9% |
| 30D | +0.8% | +5.7% | -5.0% | -1.1% |
| 3M | -22.0% | +10.7% | -32.8% | -24.8% |
| 6M | -17.1% | +23.1% | -40.2% | -22.6% |
| YTD | -16.9% | +52.4% | -69.3% | -27.7% |
| 1Y | -19.1% | +40.0% | -59.1% | -27.9% |
| 3Y | -19.4% | +76.0% | -95.5% | -33.8% |
| 5Y | +9.0% | +194.7% | -185.7% | -26.2% |
| 10Y | -76.2% | +726.7% | -802.8% | -87.6% |
| All | -76.2% | +724.9% | -801.1% | -87.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling