+344.7%
LUV vs PBF
+317.1%
+27.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.3% | -5.7% | -2.9% |
| 7D | +3.1% | +2.4% | +0.7% | +2.7% |
| 30D | -17.4% | +24.9% | -42.3% | -20.7% |
| 3M | -4.9% | +81.9% | -86.7% | -15.1% |
| 6M | -5.7% | +79.4% | -85.1% | -17.2% |
| YTD | -5.2% | +188.3% | -193.5% | -24.5% |
| 1Y | +24.1% | +177.3% | -153.1% | -2.0% |
| 3Y | +39.6% | +56.0% | -16.4% | +17.8% |
| 5Y | -12.5% | +804.0% | -816.5% | -52.0% |
| 10Y | +12.9% | +334.1% | -321.2% | -41.7% |
| All | +344.7% | +317.1% | +27.7% | +127.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling