+1.5%
LUV vs PRU
+42.9%
-41.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.7% |
| 7D | +6.6% | +3.8% | +2.8% | +3.9% |
| 30D | +11.2% | +9.0% | +2.2% | +4.8% |
| 3M | +3.6% | +2.1% | +1.5% | +2.2% |
| 6M | +13.1% | +25.4% | -12.3% | -3.8% |
| YTD | +13.6% | +13.5% | +0.1% | +3.0% |
| 1Y | +44.4% | +21.3% | +23.0% | +25.1% |
| 3Y | +113.2% | +55.1% | +58.1% | +53.6% |
| 5Y | +1.5% | +43.6% | -42.0% | -24.4% |
| All | +1.5% | +42.9% | -41.3% | -24.4% |
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 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