-25.0%
LUV vs PENG
+762.7%
-787.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.4% | -4.1% | +1.3% |
| 7D | +0.4% | +4.5% | -4.1% | -0.3% |
| 30D | -18.4% | -7.1% | -11.3% | -17.6% |
| 3M | -3.2% | -27.3% | +24.0% | -0.9% |
| 6M | -14.8% | +169.6% | -184.4% | -31.0% |
| YTD | -2.9% | +164.6% | -167.5% | -21.5% |
| 1Y | +29.6% | +109.5% | -79.9% | +8.2% |
| 3Y | +35.2% | +98.9% | -63.7% | +6.3% |
| 5Y | -11.7% | +116.3% | -127.9% | -33.6% |
| All | -25.0% | +762.7% | -787.7% | -56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling