+75.7%
PEP vs LNG
+561.0%
-485.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -1.4% | -4.5% | +3.1% | -1.1% |
| 30D | -0.2% | +4.7% | -4.9% | -0.6% |
| 3M | -4.3% | +15.1% | -19.5% | -5.4% |
| 6M | -13.2% | +13.6% | -26.8% | -14.2% |
| YTD | -1.9% | +44.0% | -45.8% | -4.8% |
| 1Y | -0.3% | +18.4% | -18.7% | -1.9% |
| 3Y | -13.6% | +75.9% | -89.5% | -18.2% |
| 5Y | +3.4% | +231.7% | -228.3% | -8.9% |
| All | +75.7% | +561.0% | -485.3% | +43.0% |
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