+1,902.0%
PFE vs LNG
+1,178.8%
+723.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | +1.8% | +3.4% | -1.7% | +1.7% |
| 30D | +10.2% | +14.9% | -4.6% | +9.9% |
| 3M | +12.7% | +21.4% | -8.7% | +12.2% |
| 6M | +10.5% | +17.8% | -7.3% | +10.0% |
| YTD | +20.2% | +51.3% | -31.1% | +18.9% |
| 1Y | +24.1% | +24.4% | -0.4% | +23.3% |
| 3Y | -3.6% | +79.7% | -83.2% | -5.1% |
| 5Y | -20.9% | +241.3% | -262.2% | -23.4% |
| 10Y | +35.8% | +603.1% | -567.3% | +28.9% |
| All | +1,902.0% | +1,178.8% | +723.1% | +1,643.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling