+1,573.8%
PBR vs ALK
+573.9%
+999.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.3% |
| 7D | +8.6% | -0.7% | +9.2% | +8.7% |
| 30D | +12.8% | -19.2% | +32.0% | +18.5% |
| 3M | +14.7% | -1.5% | +16.2% | +13.2% |
| 6M | +25.2% | -13.1% | +38.2% | +25.0% |
| YTD | +77.1% | -16.4% | +93.6% | +77.5% |
| 1Y | +69.6% | -33.1% | +102.6% | +78.6% |
| 3Y | +95.6% | +0.6% | +94.9% | +75.9% |
| 5Y | +501.8% | -26.4% | +528.1% | +472.3% |
| 10Y | +640.6% | -34.2% | +674.7% | +578.4% |
| All | +1,573.8% | +573.9% | +999.9% | +594.0% |
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