+210.9%
PM vs LNG
+562.2%
-351.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +4.7% | -4.7% | +9.4% | +5.3% |
| 30D | +2.6% | +3.8% | -1.2% | +2.0% |
| 3M | +6.6% | +16.2% | -9.6% | +4.2% |
| 6M | +16.5% | +11.7% | +4.8% | +14.1% |
| YTD | +21.2% | +44.2% | -23.0% | +14.1% |
| 1Y | +17.9% | +18.6% | -0.6% | +14.3% |
| 3Y | +129.8% | +77.4% | +52.4% | +107.2% |
| 5Y | +133.0% | +232.3% | -99.2% | +84.6% |
| All | +210.9% | +562.2% | -351.3% | +112.5% |
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