+12.2%
LUV vs PRU
+99.2%
-87.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.6% | -1.3% |
| 7D | +1.1% | +3.6% | -2.5% | -1.2% |
| 30D | +14.2% | +8.9% | +5.4% | +8.2% |
| 3M | +0.6% | +0.2% | +0.4% | +0.6% |
| 6M | +15.1% | +23.7% | -8.7% | -0.1% |
| YTD | +10.2% | +13.7% | -3.6% | +0.7% |
| 1Y | +38.4% | +20.6% | +17.8% | +21.9% |
| 3Y | +107.5% | +56.3% | +51.2% | +53.4% |
| 5Y | +1.1% | +42.3% | -41.2% | -21.8% |
| All | +12.2% | +99.2% | -87.1% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 10y: compounded portfolio wealth divided by compounded PRU 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…
10y analysis · Full analysis span regression · 6 months rolling