+29.6%
LUV vs PSA
+7.3%
+22.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +3.0% |
| 7D | +0.4% | -3.7% | +4.1% | +2.6% |
| 30D | -18.4% | -7.7% | -10.7% | -14.5% |
| 3M | -3.2% | -0.6% | -2.6% | -3.8% |
| 6M | -14.8% | -0.9% | -13.9% | -16.3% |
| YTD | -2.9% | +18.7% | -21.5% | -14.2% |
| 1Y | +29.6% | +7.6% | +21.9% | +21.5% |
| All | +29.6% | +7.3% | +22.3% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 1y: compounded portfolio wealth divided by compounded PSA 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…
1y analysis · Full analysis span regression · 6 months rolling