+29.6%
LUV vs PNR
-43.1%
+72.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | +0.4% | -2.4% | +2.8% | +1.3% |
| 30D | -18.4% | -12.8% | -5.7% | -14.2% |
| 3M | -3.2% | -17.0% | +13.8% | +2.0% |
| 6M | -14.8% | -37.4% | +22.6% | +0.4% |
| YTD | -2.9% | -41.6% | +38.8% | +15.7% |
| 1Y | +29.6% | -44.6% | +74.2% | +58.0% |
| All | +29.6% | -43.1% | +72.7% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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