-63.0%
PINS vs LNG
+218.5%
-281.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.5% | +4.2% | -0.1% |
| 7D | -5.2% | -6.2% | +0.9% | -3.9% |
| 30D | -14.9% | +8.0% | -22.9% | -16.5% |
| 3M | -8.4% | +16.9% | -25.3% | -12.1% |
| 6M | +0.6% | +8.7% | -8.0% | -2.5% |
| YTD | -22.2% | +43.0% | -65.2% | -30.2% |
| 1Y | -46.9% | +19.4% | -66.4% | -50.0% |
| 3Y | -26.9% | +74.7% | -101.6% | -37.9% |
| 5Y | -63.0% | +222.4% | -285.4% | -70.1% |
| All | -63.0% | +218.5% | -281.4% | -70.1% |
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