+1,704.6%
PEP vs LNG
+1,178.8%
+525.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -1.4% | +3.4% | -4.8% | -1.4% |
| 30D | +0.2% | +14.9% | -14.6% | 0.0% |
| 3M | -1.1% | +21.4% | -22.5% | -1.4% |
| 6M | -13.5% | +17.8% | -31.3% | -13.7% |
| YTD | -1.2% | +51.3% | -52.5% | -1.9% |
| 1Y | -1.6% | +24.4% | -26.0% | -1.9% |
| 3Y | -12.5% | +79.7% | -92.2% | -13.4% |
| 5Y | +3.0% | +241.3% | -238.3% | +0.8% |
| 10Y | +73.9% | +603.1% | -529.2% | +67.7% |
| All | +1,704.6% | +1,178.8% | +525.7% | +1,554.3% |
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