-75.3%
PCG vs LNG
+543.8%
-619.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.2% | -4.2% |
| 7D | +6.5% | -6.7% | +13.2% | +8.3% |
| 30D | -16.7% | +3.9% | -20.6% | -17.9% |
| 3M | -14.2% | +15.5% | -29.7% | -18.1% |
| 6M | -21.5% | +10.5% | -32.0% | -24.7% |
| YTD | -11.2% | +43.0% | -54.1% | -21.1% |
| 1Y | -4.2% | +18.9% | -23.1% | -10.2% |
| 3Y | -14.9% | +74.7% | -89.5% | -29.7% |
| 5Y | +54.2% | +231.2% | -177.0% | +0.1% |
| 10Y | -75.3% | +544.5% | -619.8% | -86.9% |
| All | -75.3% | +543.8% | -619.1% | -86.9% |
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