+95.5%
PEP vs LNG
+811.3%
-715.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.5% | +2.3% |
| 7D | +2.9% | +11.3% | -8.4% | +2.2% |
| 30D | +12.5% | +10.6% | +1.9% | +11.6% |
| 3M | +4.5% | +16.1% | -11.6% | +3.3% |
| 6M | -0.5% | +29.6% | -30.0% | -2.5% |
| YTD | +4.4% | +60.3% | -55.9% | +0.5% |
| 1Y | +4.4% | +46.1% | -41.8% | +1.1% |
| 3Y | -3.4% | +85.9% | -89.3% | -8.9% |
| 5Y | +5.2% | +210.8% | -205.7% | -6.4% |
| All | +95.5% | +811.3% | -715.8% | +60.5% |
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 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