-26.8%
LUV vs PENG
+755.0%
-781.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.3% |
| 7D | +3.1% | +7.8% | -4.7% | +1.9% |
| 30D | -17.4% | -12.2% | -5.2% | -15.8% |
| 3M | -4.9% | -20.6% | +15.8% | -3.6% |
| 6M | -5.7% | +180.9% | -186.6% | -24.1% |
| YTD | -5.2% | +162.3% | -167.4% | -23.3% |
| 1Y | +24.1% | +107.3% | -83.1% | +3.8% |
| 3Y | +39.6% | +110.8% | -71.2% | +8.6% |
| 5Y | -12.5% | +117.8% | -130.3% | -34.2% |
| All | -26.8% | +755.0% | -781.8% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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