+1,783.0%
PEP vs LNG
+1,188.2%
+594.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.0% | -1.8% | +1.2% |
| 7D | +4.6% | -5.5% | +10.1% | +4.7% |
| 30D | +14.0% | +5.7% | +8.3% | +13.9% |
| 3M | +5.4% | +10.7% | -5.3% | +5.2% |
| 6M | -5.1% | +23.1% | -28.2% | -5.5% |
| YTD | +3.1% | +52.4% | -49.3% | +2.4% |
| 1Y | +4.8% | +40.0% | -35.3% | +4.2% |
| 3Y | -4.1% | +76.0% | -80.2% | -5.1% |
| 5Y | +3.0% | +194.7% | -191.7% | +0.9% |
| 10Y | +89.6% | +726.7% | -637.1% | +82.4% |
| All | +1,783.0% | +1,188.2% | +594.7% | +1,625.5% |
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 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