-15.9%
LUV vs PENG
+597.2%
-613.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.4% | -12.4% | -1.9% |
| 7D | +4.8% | -19.4% | +24.2% | +7.3% |
| 30D | +6.5% | -42.4% | +48.9% | +14.3% |
| 3M | -4.9% | -25.6% | +20.8% | -2.7% |
| 6M | +8.1% | +7.3% | +0.8% | +0.3% |
| YTD | +9.0% | +113.9% | -104.9% | -10.9% |
| 1Y | +43.6% | +93.6% | -50.0% | +19.1% |
| 3Y | +101.4% | +170.2% | -68.8% | +51.1% |
| 5Y | -7.3% | +44.2% | -51.5% | -27.3% |
| All | -15.9% | +597.2% | -613.0% | -50.5% |
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