+17.5%
LUV vs PFG
+251.1%
-233.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +0.7% |
| 7D | -1.0% | -0.4% | -0.5% | -0.7% |
| 30D | -12.4% | +2.9% | -15.2% | -14.1% |
| 3M | -11.0% | +6.7% | -17.7% | -15.1% |
| 6M | -5.0% | +33.8% | -38.7% | -21.5% |
| YTD | -3.8% | +35.0% | -38.7% | -21.1% |
| 1Y | +25.9% | +46.4% | -20.5% | -2.4% |
| 3Y | +42.2% | +71.7% | -29.4% | -0.7% |
| 5Y | -10.8% | +113.7% | -124.5% | -47.0% |
| All | +17.5% | +251.1% | -233.6% | -51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling