+836.5%
PM vs LNG
+1,219.0%
-382.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.7% | +0.8% |
| 7D | -7.1% | +4.5% | -11.6% | -7.4% |
| 30D | -2.8% | +8.0% | -10.8% | -3.4% |
| 3M | +6.3% | +15.0% | -8.6% | +5.2% |
| 6M | +9.6% | +27.1% | -17.4% | +7.6% |
| YTD | +25.6% | +58.1% | -32.5% | +21.1% |
| 1Y | +29.7% | +45.0% | -15.3% | +25.8% |
| 3Y | +147.6% | +82.6% | +64.9% | +135.3% |
| 5Y | +160.1% | +206.8% | -46.7% | +136.6% |
| 10Y | +260.9% | +796.3% | -535.4% | +200.7% |
| All | +836.5% | +1,219.0% | -382.6% | +462.6% |
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