+545.0%
PBR vs ALK
-26.6%
+571.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.1% |
| 7D | +8.6% | -0.7% | +9.2% | +8.6% |
| 30D | +12.8% | -19.2% | +32.0% | +15.2% |
| 3M | +14.7% | -1.5% | +16.2% | +13.8% |
| 6M | +25.2% | -13.1% | +38.2% | +25.8% |
| YTD | +77.1% | -16.4% | +93.6% | +78.4% |
| 1Y | +69.6% | -33.1% | +102.6% | +77.2% |
| 3Y | +95.6% | +0.6% | +94.9% | +82.8% |
| All | +545.0% | -26.6% | +571.5% | +525.5% |
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 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