+72.9%
PBR vs ALK
-1.1%
+74.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +8.8% | -15.7% | -5.0% |
| 7D | -11.0% | +12.4% | -23.4% | -8.4% |
| 30D | -18.8% | +2.1% | -20.8% | -17.7% |
| 3M | +7.8% | -23.9% | +31.7% | +4.3% |
| 6M | -7.6% | +8.2% | -15.8% | -5.5% |
| YTD | +72.7% | -20.5% | +93.1% | +74.8% |
| 1Y | +72.9% | -1.0% | +74.0% | +70.8% |
| All | +72.9% | -1.1% | +74.0% | +70.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling