+32.8%
PFE vs LNG
+562.2%
-529.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -2.6% | -4.7% | +2.1% | -2.0% |
| 30D | +5.4% | +3.8% | +1.5% | +4.9% |
| 3M | +7.8% | +16.2% | -8.4% | +5.8% |
| 6M | +5.0% | +11.7% | -6.7% | +3.2% |
| YTD | +17.1% | +44.2% | -27.1% | +11.4% |
| 1Y | +19.3% | +18.6% | +0.8% | +16.3% |
| 3Y | -0.9% | +77.4% | -78.4% | -9.1% |
| 5Y | -20.8% | +232.3% | -253.0% | -34.2% |
| All | +32.8% | +562.2% | -529.4% | +0.6% |
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