+42,231.2%
PGR vs LUV
+4,440.9%
+37,790.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.8% | +0.4% |
| 7D | -0.6% | -1.0% | +0.4% | -0.4% |
| 30D | +4.9% | -12.4% | +17.3% | +7.8% |
| 3M | +7.6% | -11.0% | +18.6% | +9.7% |
| 6M | +8.3% | -5.0% | +13.2% | +7.9% |
| YTD | +1.7% | -3.8% | +5.5% | +0.1% |
| 1Y | -6.8% | +25.9% | -32.8% | -14.0% |
| 3Y | +73.4% | +42.2% | +31.2% | +49.9% |
| 5Y | +161.2% | -10.8% | +172.0% | +145.5% |
| 10Y | +819.5% | +19.0% | +800.5% | +659.0% |
| All | +42,231.2% | +4,440.9% | +37,790.3% | +15,102.9% |
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