+105.7%
PCG vs ALK
+839.9%
-734.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.2% |
| 7D | -13.9% | -0.7% | -13.2% | -13.7% |
| 30D | -16.9% | -19.2% | +2.4% | -14.1% |
| 3M | -14.7% | -1.5% | -13.2% | -15.0% |
| 6M | -23.8% | -13.1% | -10.8% | -23.1% |
| YTD | -10.5% | -16.4% | +5.9% | -9.5% |
| 1Y | -5.1% | -33.1% | +28.0% | -1.0% |
| 3Y | -11.6% | +0.6% | -12.2% | -15.9% |
| 5Y | +59.0% | -26.4% | +85.4% | +57.0% |
| 10Y | -75.7% | -34.2% | -41.6% | -76.8% |
| All | +105.7% | +839.9% | -734.2% | +19.0% |
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