-12.0%
LUV vs PBF
+785.3%
-797.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -0.1% | +2.3% | -2.4% | -0.3% |
| 30D | -14.6% | +11.6% | -26.2% | -15.5% |
| 3M | -5.7% | +81.7% | -87.4% | -10.9% |
| 6M | -8.4% | +96.4% | -104.9% | -15.3% |
| YTD | -5.1% | +189.5% | -194.6% | -17.3% |
| 1Y | +26.6% | +180.7% | -154.2% | +9.4% |
| 3Y | +39.7% | +56.6% | -17.0% | +24.2% |
| 5Y | -12.0% | +802.0% | -814.0% | -43.5% |
| All | -12.0% | +785.3% | -797.3% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling