-30.7%
ALK vs PSLV
+161.1%
-191.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.3% |
| 7D | -3.0% | +3.3% | -6.3% | -3.5% |
| 30D | -14.6% | +2.1% | -16.7% | -15.0% |
| 3M | -10.6% | +7.1% | -17.7% | -11.9% |
| 6M | -6.7% | -21.6% | +14.9% | -3.8% |
| YTD | -19.8% | -6.7% | -13.0% | -20.8% |
| 1Y | -35.2% | +59.3% | -94.5% | -42.1% |
| 3Y | +1.4% | +182.1% | -180.7% | -19.1% |
| 5Y | -30.7% | +162.6% | -193.3% | -46.4% |
| All | -30.7% | +161.1% | -191.7% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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