+2,521.4%
PWR vs LNG
+562.2%
+1,959.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +5.0% | +5.1% |
| 7D | +4.2% | -4.7% | +8.9% | +5.8% |
| 30D | -4.0% | +3.8% | -7.9% | -5.5% |
| 3M | -4.8% | +16.2% | -20.9% | -10.3% |
| 6M | +14.6% | +11.7% | +2.9% | +8.5% |
| YTD | +54.2% | +44.2% | +10.0% | +32.5% |
| 1Y | +67.1% | +18.6% | +48.5% | +54.0% |
| 3Y | +218.5% | +77.4% | +141.0% | +148.6% |
| 5Y | +466.3% | +232.3% | +234.0% | +231.4% |
| All | +2,521.4% | +562.2% | +1,959.2% | +1,025.0% |
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