-4.9%
LUV vs PCOR
-15.8%
+10.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +4.8% | +22.7% | -18.0% | -0.1% |
| 30D | +6.5% | +37.5% | -30.9% | -0.9% |
| 3M | -4.9% | +35.2% | -40.1% | -11.8% |
| 6M | +8.1% | +42.2% | -34.2% | -1.7% |
| YTD | +9.0% | +3.6% | +5.4% | +5.7% |
| 1Y | +43.6% | -4.8% | +48.3% | +42.4% |
| 3Y | +101.4% | +48.3% | +53.0% | +72.7% |
| All | -4.9% | -15.8% | +10.9% | -9.4% |
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