+982.8%
PAAS vs ALK
+959.3%
+23.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.1% | -2.0% |
| 7D | -0.4% | +7.1% | -7.5% | -0.8% |
| 30D | -11.6% | -3.0% | -8.6% | -11.5% |
| 3M | -15.6% | -25.6% | +10.1% | -14.4% |
| 6M | -19.1% | +0.5% | -19.6% | -19.2% |
| YTD | -20.9% | -23.1% | +2.1% | -20.2% |
| 1Y | +21.3% | -7.5% | +28.8% | +21.5% |
| 3Y | +177.4% | +15.3% | +162.1% | +174.8% |
| 5Y | +71.3% | -34.8% | +106.1% | +71.8% |
| 10Y | +181.5% | -41.2% | +222.6% | +176.8% |
| All | +982.8% | +959.3% | +23.4% | +969.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling