-76.0%
PCG vs LNG
+811.3%
-887.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +2.2% | +11.3% | -9.2% | -0.7% |
| 30D | +0.8% | +10.6% | -9.9% | -2.3% |
| 3M | -23.8% | +16.1% | -39.9% | -27.4% |
| 6M | -19.6% | +29.6% | -49.2% | -26.0% |
| YTD | -16.7% | +60.3% | -77.1% | -28.6% |
| 1Y | -19.4% | +46.1% | -65.5% | -29.0% |
| 3Y | -18.3% | +85.9% | -104.2% | -33.9% |
| 5Y | +10.4% | +210.8% | -200.4% | -26.4% |
| All | -76.0% | +811.3% | -887.3% | -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