+575.8%
PBR vs ALK
-45.9%
+621.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.7% |
| 7D | -1.0% | -1.2% | +0.2% | -0.9% |
| 30D | -29.3% | +7.7% | -37.0% | -31.4% |
| 3M | +5.5% | -19.0% | +24.5% | +10.4% |
| 6M | -2.9% | -0.2% | -2.7% | -7.0% |
| YTD | +61.5% | -23.5% | +85.0% | +63.8% |
| 1Y | +46.9% | -9.1% | +56.0% | +39.1% |
| 3Y | +66.4% | +12.0% | +54.4% | +32.6% |
| 5Y | +460.3% | -30.9% | +491.2% | +417.6% |
| All | +575.8% | -45.9% | +621.7% | +462.5% |
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