+12.1%
PCG vs LNG
+1,236.6%
-1,224.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.8% | -4.7% | -1.1% |
| 7D | -2.2% | +4.5% | -6.8% | -2.3% |
| 30D | -0.5% | +8.0% | -8.5% | -0.7% |
| 3M | -24.0% | +15.0% | -38.9% | -24.3% |
| 6M | -18.6% | +27.1% | -45.7% | -19.2% |
| YTD | -17.7% | +58.1% | -75.8% | -18.7% |
| 1Y | -20.0% | +45.0% | -65.0% | -20.9% |
| 3Y | -20.2% | +82.6% | -102.9% | -21.6% |
| 5Y | +8.4% | +206.8% | -198.5% | +5.1% |
| 10Y | -76.4% | +796.3% | -872.7% | -77.7% |
| All | +12.1% | +1,236.6% | -1,224.5% | -1.3% |
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 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