-12.4%
LUV vs PENG
+661.7%
-674.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.3% | -5.1% | +2.7% |
| 7D | +5.3% | -3.8% | +9.1% | +5.0% |
| 30D | +11.1% | -40.1% | +51.2% | +18.6% |
| 3M | -1.1% | -21.8% | +20.7% | +0.4% |
| 6M | +13.1% | +3.3% | +9.8% | +6.0% |
| YTD | +13.5% | +133.6% | -120.1% | -8.5% |
| 1Y | +45.2% | +110.7% | -65.5% | +18.9% |
| 3Y | +111.4% | +204.3% | -92.9% | +55.7% |
| 5Y | -0.9% | +54.4% | -55.3% | -23.1% |
| All | -12.4% | +661.7% | -674.0% | -49.1% |
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