-12.5%
LUV vs PRU
+45.5%
-57.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -0.9% |
| 7D | +3.1% | +1.9% | +1.2% | +1.7% |
| 30D | -17.4% | -0.4% | -17.0% | -17.2% |
| 3M | -4.9% | +16.4% | -21.3% | -14.7% |
| 6M | -5.7% | +26.0% | -31.7% | -20.0% |
| YTD | -5.2% | +9.9% | -15.1% | -11.9% |
| 1Y | +24.1% | +18.8% | +5.4% | +9.2% |
| 3Y | +39.6% | +45.4% | -5.7% | +5.8% |
| 5Y | -12.5% | +45.6% | -58.0% | -34.8% |
| All | -12.5% | +45.5% | -57.9% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling