+23.2%
PFE vs LNG
+45.3%
-22.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.4% | +0.4% |
| 7D | -3.0% | +4.5% | -7.5% | -2.9% |
| 30D | +5.2% | +8.0% | -2.8% | +5.4% |
| 3M | +12.2% | +15.0% | -2.7% | +13.0% |
| 6M | +17.8% | +27.1% | -9.3% | +19.0% |
| YTD | +26.2% | +58.1% | -31.9% | +28.5% |
| 1Y | +23.2% | +45.0% | -21.8% | +22.9% |
| All | +23.2% | +45.3% | -22.1% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling