+1,958.3%
PFE vs LNG
+1,258.4%
+699.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.1% |
| 7D | -2.1% | +10.9% | -13.1% | -2.3% |
| 30D | +3.1% | +8.1% | -5.0% | +2.9% |
| 3M | +11.2% | +15.7% | -4.5% | +10.8% |
| 6M | +15.0% | +27.2% | -12.2% | +14.3% |
| YTD | +23.5% | +60.7% | -37.2% | +22.0% |
| 1Y | +18.9% | +46.3% | -27.4% | +17.7% |
| 3Y | +18.7% | +85.6% | -66.9% | +16.8% |
| 5Y | -24.0% | +211.6% | -235.6% | -26.3% |
| 10Y | +47.5% | +810.9% | -763.4% | +39.2% |
| All | +1,958.3% | +1,258.4% | +699.9% | +1,689.0% |
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