+20.0%
LUV vs PRU
+102.7%
-82.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.5% |
| 7D | +0.1% | -2.8% | +3.0% | +2.1% |
| 30D | +14.0% | +8.5% | +5.5% | +8.3% |
| 3M | +2.6% | +1.7% | +0.8% | +1.5% |
| 6M | +17.3% | +24.8% | -7.5% | +1.3% |
| YTD | +14.0% | +13.3% | +0.7% | +4.4% |
| 1Y | +47.9% | +21.4% | +26.5% | +29.7% |
| 3Y | +114.0% | +54.8% | +59.2% | +59.2% |
| 5Y | +3.2% | +42.4% | -39.2% | -20.2% |
| 10Y | +20.0% | +98.4% | -78.4% | -33.9% |
| All | +20.0% | +102.7% | -82.7% | -33.9% |
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