+189.1%
LUV vs PFG
+999.6%
-810.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.9% |
| 7D | +3.1% | +6.0% | -2.9% | +0.8% |
| 30D | -17.4% | +2.2% | -19.6% | -18.2% |
| 3M | -4.9% | +10.4% | -15.2% | -8.5% |
| 6M | -5.7% | +27.8% | -33.5% | -13.9% |
| YTD | -5.2% | +33.6% | -38.8% | -14.9% |
| 1Y | +24.1% | +49.3% | -25.2% | +6.8% |
| 3Y | +39.6% | +69.7% | -30.1% | +15.2% |
| 5Y | -12.5% | +111.3% | -123.8% | -33.3% |
| 10Y | +12.9% | +240.3% | -227.3% | -27.5% |
| All | +189.1% | +999.6% | -810.5% | +10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling