+4,331.1%
LUV vs PNR
+3,435.9%
+895.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.5% |
| 7D | -0.1% | -5.5% | +5.4% | +2.0% |
| 30D | -14.6% | -15.6% | +1.0% | -9.1% |
| 3M | -5.7% | -20.2% | +14.5% | +1.6% |
| 6M | -8.4% | -36.6% | +28.2% | +7.5% |
| YTD | -5.1% | -45.0% | +39.9% | +16.8% |
| 1Y | +26.6% | -47.4% | +74.0% | +58.5% |
| 3Y | +39.7% | -13.7% | +53.4% | +45.4% |
| 5Y | -12.0% | -20.8% | +8.8% | -7.2% |
| 10Y | +17.3% | +65.2% | -47.9% | -5.1% |
| All | +4,331.1% | +3,435.9% | +895.2% | +1,672.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling