+3,382.3%
PFE vs LUV
+5,100.5%
-1,718.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -1.7% | +1.1% | -2.8% | -1.9% |
| 30D | +0.3% | +14.2% | -13.9% | -2.0% |
| 3M | +9.4% | +0.6% | +8.7% | +9.0% |
| 6M | +14.9% | +15.1% | -0.2% | +11.4% |
| YTD | +23.8% | +10.2% | +13.6% | +19.8% |
| 1Y | +19.5% | +38.4% | -18.9% | +11.1% |
| 3Y | +21.0% | +107.5% | -86.5% | +2.2% |
| 5Y | -23.9% | +1.1% | -25.0% | -28.5% |
| 10Y | +47.8% | +16.0% | +31.8% | +28.9% |
| All | +3,382.3% | +5,100.5% | -1,718.2% | +1,039.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling