-0.7%
PFE vs LUV
+38.7%
-39.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -2.0% |
| 7D | -2.7% | +3.1% | -5.8% | -3.1% |
| 30D | +3.8% | -17.4% | +21.3% | +6.6% |
| 3M | +10.4% | -4.9% | +15.2% | +10.5% |
| 6M | +6.3% | -5.7% | +12.0% | +6.2% |
| YTD | +17.4% | -5.2% | +22.5% | +16.5% |
| 1Y | +21.1% | +24.1% | -3.0% | +14.5% |
| All | -0.7% | +38.7% | -39.4% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 3y: compounded portfolio wealth divided by compounded LUV 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…
3y analysis · Full analysis span regression · 6 months rolling