+148.4%
LUV vs PRU
+806.6%
-658.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.7% |
| 7D | +0.4% | +1.9% | -1.4% | -0.3% |
| 30D | -18.4% | +2.7% | -21.1% | -19.2% |
| 3M | -3.2% | +19.5% | -22.7% | -9.5% |
| 6M | -14.8% | +26.6% | -41.5% | -22.0% |
| YTD | -2.9% | +12.3% | -15.2% | -7.2% |
| 1Y | +29.6% | +18.0% | +11.5% | +21.6% |
| 3Y | +35.2% | +47.0% | -11.8% | +17.5% |
| 5Y | -11.7% | +48.4% | -60.1% | -23.6% |
| 10Y | +21.6% | +142.4% | -120.9% | -12.1% |
| All | +148.4% | +806.6% | -658.2% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling