+16.1%
LUV vs PFGC
+403.3%
-387.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | +0.7% | -3.7% | +4.4% | +1.8% |
| 30D | -13.4% | -16.0% | +2.5% | -8.8% |
| 3M | -9.6% | -4.1% | -5.4% | -8.6% |
| 6M | -8.9% | +8.7% | -17.6% | -11.4% |
| YTD | -5.2% | +6.4% | -11.5% | -7.5% |
| 1Y | +27.0% | -8.4% | +35.4% | +29.5% |
| 3Y | +39.6% | +61.8% | -22.1% | +19.9% |
| 5Y | -14.4% | +108.7% | -123.1% | -32.3% |
| 10Y | +17.3% | +298.1% | -280.9% | -12.4% |
| All | +16.1% | +403.3% | -387.2% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling