+254.2%
ALK vs PSLV
+117.0%
+137.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.7% |
| 7D | -0.7% | -0.6% | 0.0% | -0.6% |
| 30D | -19.2% | +7.3% | -26.5% | -19.9% |
| 3M | -1.5% | -7.4% | +5.9% | -1.1% |
| 6M | -13.1% | -20.3% | +7.2% | -11.6% |
| YTD | -16.4% | -8.2% | -8.2% | -16.5% |
| 1Y | -33.1% | +57.9% | -91.0% | -36.0% |
| 3Y | +0.6% | +162.1% | -161.5% | -7.6% |
| 5Y | -26.4% | +151.2% | -177.5% | -32.7% |
| 10Y | -34.2% | +191.7% | -225.8% | -41.2% |
| All | +254.2% | +117.0% | +137.2% | +200.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling