-29.7%
LUV vs PCOR
-33.1%
+3.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -1.7% |
| 7D | +3.1% | -6.9% | +10.0% | +4.6% |
| 30D | -17.4% | -1.5% | -15.9% | -17.4% |
| 3M | -4.9% | +18.5% | -23.4% | -9.0% |
| 6M | -5.7% | -4.7% | -1.0% | -6.3% |
| YTD | -5.2% | -22.8% | +17.6% | -1.7% |
| 1Y | +24.1% | -20.7% | +44.9% | +27.3% |
| 3Y | +39.6% | -14.6% | +54.2% | +36.4% |
| 5Y | -12.5% | -40.7% | +28.3% | -16.5% |
| All | -29.7% | -33.1% | +3.4% | -33.7% |
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