-15.8%
LUV vs PCOR
-9.0%
-6.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.8% |
| 7D | +5.3% | +22.2% | -16.9% | +0.8% |
| 30D | +11.1% | +36.0% | -24.9% | +4.0% |
| 3M | -1.1% | +34.0% | -35.1% | -7.7% |
| 6M | +13.1% | +43.5% | -30.4% | +3.3% |
| YTD | +13.5% | +5.1% | +8.4% | +9.9% |
| 1Y | +45.2% | -3.9% | +49.2% | +43.7% |
| 3Y | +111.4% | +52.9% | +58.5% | +83.0% |
| 5Y | -0.9% | -18.7% | +17.7% | -11.5% |
| All | -15.8% | -9.0% | -6.9% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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