+17.5%
LUV vs PBF
+374.8%
-357.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.2% |
| 7D | -1.0% | +5.3% | -6.3% | -1.8% |
| 30D | -12.4% | +11.7% | -24.1% | -14.1% |
| 3M | -11.0% | +91.1% | -102.1% | -21.1% |
| 6M | -5.0% | +88.4% | -93.4% | -17.1% |
| YTD | -3.8% | +194.1% | -197.8% | -23.8% |
| 1Y | +25.9% | +180.4% | -154.5% | -0.9% |
| 3Y | +42.2% | +59.3% | -17.1% | +19.4% |
| 5Y | -10.8% | +816.3% | -827.0% | -52.1% |
| All | +17.5% | +374.8% | -357.4% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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