+185.5%
PAAS vs ALK
-39.7%
+225.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.4% | -5.8% |
| 7D | +4.2% | +12.9% | -8.8% | +1.7% |
| 30D | -13.8% | +5.5% | -19.3% | -14.8% |
| 3M | -22.7% | -12.1% | -10.6% | -21.0% |
| 6M | -32.1% | +1.7% | -33.8% | -32.9% |
| YTD | -22.3% | -17.4% | -4.9% | -20.6% |
| 1Y | +7.7% | -1.9% | +9.6% | +6.6% |
| 3Y | +214.0% | +21.2% | +192.8% | +189.9% |
| 5Y | +63.2% | -27.8% | +91.0% | +61.5% |
| 10Y | +185.5% | -41.0% | +226.5% | +141.6% |
| All | +185.5% | -39.7% | +225.2% | +141.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling