-21.0%
PFE vs LNG
+229.3%
-250.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -4.0% | -4.5% | +0.4% | -3.7% |
| 30D | +3.9% | +4.7% | -0.8% | +3.5% |
| 3M | +9.9% | +15.1% | -5.3% | +8.7% |
| 6M | +5.3% | +13.6% | -8.3% | +4.0% |
| YTD | +16.8% | +44.0% | -27.2% | +13.0% |
| 1Y | +20.4% | +18.4% | +2.1% | +18.5% |
| 3Y | -2.1% | +75.9% | -78.0% | -7.4% |
| 5Y | -21.0% | +231.7% | -252.6% | -22.2% |
| All | -21.0% | +229.3% | -250.3% | -22.2% |
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