-1.6%
PFE vs LNG
+76.4%
-78.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.5% | +3.2% | -2.0% |
| 7D | -2.7% | -6.2% | +3.5% | -2.3% |
| 30D | +3.8% | +8.0% | -4.1% | +3.4% |
| 3M | +10.4% | +16.9% | -6.5% | +9.3% |
| 6M | +6.3% | +8.7% | -2.4% | +5.3% |
| YTD | +17.4% | +43.0% | -25.6% | +13.4% |
| 1Y | +21.1% | +19.4% | +1.7% | +19.1% |
| 3Y | -1.6% | +74.7% | -76.3% | -8.4% |
| All | -1.6% | +76.4% | -78.0% | -8.4% |
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