+8,589.7%
PWR vs LNG
+5,415.6%
+3,174.1%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.5% | +7.8% | +2.9% |
| 7D | +4.5% | -6.2% | +10.7% | +5.2% |
| 30D | -4.9% | +8.0% | -12.9% | -5.7% |
| 3M | -7.9% | +16.9% | -24.8% | -9.6% |
| 6M | +18.3% | +8.7% | +9.7% | +16.8% |
| YTD | +51.5% | +43.0% | +8.5% | +45.1% |
| 1Y | +70.3% | +19.4% | +50.9% | +66.2% |
| 3Y | +210.6% | +74.7% | +135.9% | +190.4% |
| 5Y | +456.7% | +222.4% | +234.2% | +385.6% |
| 10Y | +2,396.1% | +532.2% | +1,863.9% | +1,918.3% |
| All | +8,589.7% | +5,415.6% | +3,174.1% | +3,926.6% |
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