+196.2%
PAAS vs ALK
-45.9%
+242.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | -8.9% | -1.2% | -7.7% | -8.7% |
| 30D | -11.4% | +7.7% | -19.1% | -12.8% |
| 3M | -20.4% | -19.0% | -1.5% | -17.3% |
| 6M | -40.7% | -0.2% | -40.5% | -41.1% |
| YTD | -26.9% | -23.5% | -3.4% | -24.2% |
| 1Y | -3.1% | -9.1% | +6.1% | -2.6% |
| 3Y | +199.3% | +12.0% | +187.2% | +180.7% |
| 5Y | +48.3% | -30.9% | +79.1% | +48.3% |
| All | +196.2% | -45.9% | +242.1% | +162.4% |
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