+26.6%
LUV vs PTC
-37.0%
+63.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | 0.0% |
| 7D | -0.1% | -14.2% | +14.1% | -0.9% |
| 30D | -14.6% | -14.4% | -0.2% | -15.2% |
| 3M | -5.7% | -4.7% | -1.0% | -6.1% |
| 6M | -8.4% | -19.3% | +10.9% | -8.5% |
| YTD | -5.1% | -26.1% | +21.0% | -3.0% |
| 1Y | +26.6% | -37.1% | +63.6% | +36.7% |
| All | +26.6% | -37.0% | +63.5% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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