+1,426.5%
PBR vs ALK
+568.4%
+858.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.1% | -8.1% | -2.7% |
| 7D | -13.3% | +8.9% | -22.2% | -15.4% |
| 30D | -27.5% | +5.9% | -33.4% | -29.1% |
| 3M | +5.2% | -16.5% | +21.7% | +8.4% |
| 6M | -6.4% | +2.1% | -8.5% | -9.9% |
| YTD | +61.6% | -17.1% | +78.7% | +60.5% |
| 1Y | +48.9% | -2.9% | +51.7% | +41.0% |
| 3Y | +70.0% | +24.5% | +45.6% | +43.2% |
| 5Y | +469.0% | -29.1% | +498.1% | +441.2% |
| 10Y | +471.6% | -39.1% | +510.7% | +426.5% |
| All | +1,426.5% | +568.4% | +858.1% | +527.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling