+43.0%
LUV vs PRU
+49.9%
-6.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +3.0% |
| 7D | +0.4% | +1.9% | -1.4% | -0.9% |
| 30D | -18.4% | +2.7% | -21.1% | -20.0% |
| 3M | -3.2% | +19.5% | -22.7% | -15.1% |
| 6M | -14.8% | +26.6% | -41.5% | -28.4% |
| YTD | -2.9% | +12.3% | -15.2% | -11.5% |
| 1Y | +29.6% | +18.0% | +11.5% | +13.8% |
| All | +43.0% | +49.9% | -6.8% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling