+71.3%
PAAS vs ALK
-33.9%
+105.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.1% | -1.4% |
| 7D | -0.4% | +7.1% | -7.5% | -2.0% |
| 30D | -11.6% | -3.0% | -8.6% | -11.1% |
| 3M | -15.6% | -25.6% | +10.1% | -9.9% |
| 6M | -19.1% | +0.5% | -19.6% | -20.0% |
| YTD | -20.9% | -23.1% | +2.1% | -17.7% |
| 1Y | +21.3% | -7.5% | +28.8% | +21.3% |
| 3Y | +177.4% | +15.3% | +162.1% | +150.7% |
| 5Y | +71.3% | -34.8% | +106.1% | +66.8% |
| All | +71.3% | -33.9% | +105.2% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling