+21.9%
PCG vs LNG
+1,178.8%
-1,156.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.4% |
| 7D | -13.9% | +3.4% | -17.3% | -13.9% |
| 30D | -16.9% | +14.9% | -31.7% | -17.2% |
| 3M | -14.7% | +21.4% | -36.1% | -15.2% |
| 6M | -23.8% | +17.8% | -41.6% | -24.2% |
| YTD | -10.5% | +51.3% | -61.8% | -11.5% |
| 1Y | -5.1% | +24.4% | -29.5% | -5.7% |
| 3Y | -11.6% | +79.7% | -91.3% | -13.0% |
| 5Y | +59.0% | +241.3% | -182.3% | +53.9% |
| 10Y | -75.7% | +603.1% | -678.9% | -76.9% |
| All | +21.9% | +1,178.8% | -1,156.9% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling