+42.2%
LUV vs PNR
-14.5%
+56.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.6% |
| 7D | -1.0% | -6.0% | +5.1% | +2.3% |
| 30D | -12.4% | -14.0% | +1.6% | -5.3% |
| 3M | -11.0% | -21.7% | +10.7% | -0.6% |
| 6M | -5.0% | -37.3% | +32.3% | +20.4% |
| YTD | -3.8% | -45.1% | +41.3% | +30.3% |
| 1Y | +25.9% | -49.1% | +75.0% | +78.8% |
| 3Y | +42.2% | -14.8% | +57.1% | +39.2% |
| All | +42.2% | -14.5% | +56.7% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling