-21.4%
PFE vs LUV
-12.1%
-9.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | -4.3% | +0.7% | -4.9% | -4.3% |
| 30D | +2.7% | -13.4% | +16.1% | +4.4% |
| 3M | +10.0% | -9.6% | +19.6% | +10.9% |
| 6M | +7.2% | -8.9% | +16.1% | +7.7% |
| YTD | +17.3% | -5.2% | +22.5% | +16.8% |
| 1Y | +20.3% | +27.0% | -6.7% | +15.1% |
| 3Y | -1.6% | +39.6% | -41.3% | -8.5% |
| 5Y | -21.4% | -14.4% | -6.9% | -23.3% |
| All | -21.4% | -12.1% | -9.3% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling