-12.5%
PEP vs LNG
+76.4%
-88.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.1% | +0.6% |
| 7D | +0.1% | -6.2% | +6.3% | +0.1% |
| 30D | +0.7% | +8.0% | -7.3% | +0.6% |
| 3M | -0.5% | +16.9% | -17.4% | -0.8% |
| 6M | -11.3% | +8.7% | -20.0% | -11.5% |
| YTD | -0.6% | +43.0% | -43.6% | -1.3% |
| 1Y | +1.7% | +19.4% | -17.8% | +1.3% |
| 3Y | -12.5% | +74.7% | -87.2% | -15.0% |
| All | -12.5% | +76.4% | -88.9% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling