+27.0%
LUV vs PENG
+106.3%
-79.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +0.7% | +7.3% | -6.6% | -0.2% |
| 30D | -13.4% | -7.5% | -6.0% | -12.8% |
| 3M | -9.6% | -17.2% | +7.6% | -9.5% |
| 6M | -8.9% | +176.7% | -185.6% | -28.5% |
| YTD | -5.2% | +161.0% | -166.2% | -25.6% |
| 1Y | +27.0% | +108.8% | -81.8% | +0.7% |
| All | +27.0% | +106.3% | -79.3% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling