+672.3%
PBR vs ALK
-38.7%
+711.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.1% | +6.6% | +4.4% |
| 7D | +2.5% | +0.1% | +2.3% | +2.4% |
| 30D | +19.4% | -18.5% | +37.8% | +26.2% |
| 3M | +20.8% | -3.6% | +24.3% | +19.4% |
| 6M | +23.5% | -3.7% | +27.2% | +19.1% |
| YTD | +83.4% | -19.0% | +102.4% | +85.4% |
| 1Y | +77.6% | -36.0% | +113.6% | +93.1% |
| 3Y | +99.9% | +2.3% | +97.5% | +67.8% |
| 5Y | +567.7% | -27.8% | +595.5% | +516.2% |
| All | +672.3% | -38.7% | +711.0% | +430.6% |
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