-11.1%
LUV vs PCOR
-43.0%
+32.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.3% | +6.6% | +3.2% |
| 7D | +0.4% | -9.0% | +9.4% | +2.4% |
| 30D | -18.4% | +4.2% | -22.6% | -19.4% |
| 3M | -3.2% | +14.4% | -17.6% | -6.8% |
| 6M | -14.8% | +0.2% | -15.0% | -16.4% |
| YTD | -2.9% | -20.3% | +17.4% | +0.1% |
| 1Y | +29.6% | -16.1% | +45.7% | +31.3% |
| 3Y | +35.2% | -14.7% | +49.9% | +32.0% |
| All | -11.1% | -43.0% | +32.0% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling