+488.6%
PBR vs ALK
-34.8%
+523.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.1% | -1.5% |
| 7D | -16.0% | +9.0% | -25.0% | -16.5% |
| 30D | -22.8% | -1.6% | -21.1% | -22.7% |
| 3M | +3.0% | -23.2% | +26.2% | +5.2% |
| 6M | -8.1% | -3.9% | -4.2% | -9.1% |
| YTD | +63.1% | -22.6% | +85.7% | +65.1% |
| 1Y | +59.3% | -5.3% | +64.6% | +54.8% |
| 3Y | +66.1% | +18.6% | +47.6% | +49.2% |
| All | +488.6% | -34.8% | +523.3% | +516.1% |
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