+29.6%
LUV vs PFG
+51.4%
-21.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +3.2% |
| 7D | +0.4% | +5.5% | -5.1% | -2.8% |
| 30D | -18.4% | +2.4% | -20.8% | -19.6% |
| 3M | -3.2% | +13.6% | -16.8% | -11.4% |
| 6M | -14.8% | +27.9% | -42.7% | -28.2% |
| YTD | -2.9% | +35.6% | -38.4% | -19.6% |
| 1Y | +29.6% | +48.5% | -18.9% | +4.9% |
| All | +29.6% | +51.4% | -21.8% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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