-15.8%
LUV vs PCOR
-9.2%
-6.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +6.6% | +20.7% | -14.1% | +2.3% |
| 30D | +11.2% | +35.7% | -24.5% | +4.1% |
| 3M | +3.6% | +31.1% | -27.4% | -2.7% |
| 6M | +13.1% | +43.1% | -30.0% | +3.4% |
| YTD | +13.6% | +4.8% | +8.7% | +10.0% |
| 1Y | +44.4% | -3.7% | +48.0% | +42.7% |
| 3Y | +113.2% | +46.5% | +66.7% | +86.3% |
| 5Y | +1.5% | -17.3% | +18.8% | -9.3% |
| All | -15.8% | -9.2% | -6.6% | -25.8% |
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