-11.1%
PCG vs LNG
+76.4%
-87.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -5.5% | +9.1% | +4.5% |
| 7D | +5.4% | -6.2% | +11.6% | +6.4% |
| 30D | -15.1% | +8.0% | -23.1% | -16.7% |
| 3M | -9.8% | +16.9% | -26.7% | -13.3% |
| 6M | -18.0% | +8.7% | -26.7% | -20.6% |
| YTD | -7.2% | +43.0% | -50.3% | -16.7% |
| 1Y | +2.9% | +19.4% | -16.6% | -3.0% |
| 3Y | -11.1% | +74.7% | -85.8% | -25.3% |
| All | -11.1% | +76.4% | -87.5% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling