+17.5%
LUV vs PEG
+148.0%
-130.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | -1.0% | -0.9% | -0.1% | -0.5% |
| 30D | -12.4% | -3.7% | -8.6% | -10.8% |
| 3M | -11.0% | -7.3% | -3.7% | -7.8% |
| 6M | -5.0% | -10.5% | +5.5% | 0.0% |
| YTD | -3.8% | -7.5% | +3.7% | -0.6% |
| 1Y | +25.9% | -8.7% | +34.6% | +30.6% |
| 3Y | +42.2% | +31.4% | +10.9% | +20.4% |
| 5Y | -10.8% | +37.8% | -48.6% | -27.7% |
| All | +17.5% | +148.0% | -130.6% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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