+116.1%
PG vs LNG
+562.2%
-446.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -0.8% | -4.7% | +3.9% | -0.5% |
| 30D | +0.8% | +3.8% | -3.0% | +0.6% |
| 3M | -1.3% | +16.2% | -17.5% | -2.3% |
| 6M | -3.8% | +11.7% | -15.5% | -4.7% |
| YTD | +3.6% | +44.2% | -40.6% | +0.7% |
| 1Y | -5.7% | +18.6% | -24.3% | -7.1% |
| 3Y | +1.6% | +77.4% | -75.8% | -3.5% |
| 5Y | +14.6% | +232.3% | -217.7% | +1.2% |
| All | +116.1% | +562.2% | -446.1% | +76.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling