-16.8%
PCG vs ALK
+5.1%
-21.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.8% | -7.9% | +0.3% |
| 7D | +1.9% | +12.4% | -10.5% | +1.2% |
| 30D | +8.5% | +2.1% | +6.4% | +8.3% |
| 3M | -22.9% | -23.9% | +1.0% | -22.6% |
| 6M | -16.8% | +8.2% | -25.0% | -15.0% |
| All | -16.8% | +5.1% | -21.9% | -15.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling