+1,962.6%
PFE vs LNG
+1,255.2%
+707.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -1.7% | +11.3% | -13.0% | -1.9% |
| 30D | +0.3% | +10.6% | -10.3% | +0.1% |
| 3M | +9.4% | +16.1% | -6.8% | +9.0% |
| 6M | +14.9% | +29.6% | -14.7% | +14.1% |
| YTD | +23.8% | +60.3% | -36.5% | +22.3% |
| 1Y | +19.5% | +46.1% | -26.6% | +18.3% |
| 3Y | +21.0% | +85.9% | -64.9% | +19.0% |
| 5Y | -23.9% | +210.8% | -234.7% | -26.2% |
| 10Y | +47.8% | +808.8% | -760.9% | +39.5% |
| All | +1,962.6% | +1,255.2% | +707.4% | +1,692.8% |
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