+15.8%
LUV vs PRU
+136.9%
-121.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +1.0% |
| 7D | +0.7% | -1.9% | +2.5% | +1.8% |
| 30D | -13.4% | -2.6% | -10.9% | -12.0% |
| 3M | -9.6% | +14.7% | -24.3% | -17.5% |
| 6M | -8.9% | +25.7% | -34.6% | -21.7% |
| YTD | -5.2% | +8.3% | -13.4% | -10.6% |
| 1Y | +27.0% | +17.3% | +9.7% | +13.7% |
| 3Y | +39.6% | +43.2% | -3.5% | +9.2% |
| 5Y | -14.4% | +43.5% | -57.9% | -34.2% |
| All | +15.8% | +136.9% | -121.1% | -34.6% |
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