+3.7%
PEP vs LNG
+42.0%
-38.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.2% | +9.9% | +3.5% |
| 7D | +7.4% | -1.9% | +9.3% | +7.1% |
| 30D | +13.3% | +6.2% | +7.1% | +13.2% |
| 3M | +3.5% | +13.7% | -10.3% | +3.6% |
| 6M | -5.9% | +7.5% | -13.4% | -6.8% |
| YTD | +2.3% | +51.3% | -49.0% | +5.2% |
| 1Y | +3.7% | +42.6% | -38.9% | +7.1% |
| All | +3.7% | +42.0% | -38.3% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling