-23.1%
PFE vs LNG
+203.0%
-226.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.4% | 0.0% |
| 7D | -3.0% | +4.5% | -7.5% | -3.3% |
| 30D | +5.2% | +8.0% | -2.8% | +4.5% |
| 3M | +12.2% | +15.0% | -2.7% | +11.0% |
| 6M | +17.8% | +27.1% | -9.3% | +15.5% |
| YTD | +26.2% | +58.1% | -31.9% | +20.9% |
| 1Y | +23.2% | +45.0% | -21.8% | +18.9% |
| 3Y | +21.3% | +82.6% | -61.4% | +13.9% |
| 5Y | -23.1% | +206.8% | -229.9% | -22.0% |
| All | -23.1% | +203.0% | -226.1% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling