-12.3%
LUV vs PFGC
+110.3%
-122.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.9% | +1.6% |
| 7D | -1.0% | -4.8% | +3.8% | +1.5% |
| 30D | -12.4% | -12.5% | +0.2% | -6.3% |
| 3M | -11.0% | -9.7% | -1.3% | -6.8% |
| 6M | -5.0% | +7.0% | -12.0% | -8.9% |
| YTD | -3.8% | +4.5% | -8.3% | -7.4% |
| 1Y | +25.9% | -11.6% | +37.5% | +31.9% |
| 3Y | +42.2% | +58.5% | -16.3% | +8.4% |
| All | -12.3% | +110.3% | -122.6% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 5y: compounded portfolio wealth divided by compounded PFGC 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…
5y analysis · Full analysis span regression · 6 months rolling