+160.2%
PEG vs ALK
-37.5%
+197.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +7.1% | -3.8% | +2.1% |
| 7D | +0.9% | +8.9% | -8.0% | -0.7% |
| 30D | +3.8% | +5.9% | -2.1% | +2.6% |
| 3M | +0.1% | -16.5% | +16.6% | +2.8% |
| 6M | -1.0% | +2.1% | -3.1% | -2.5% |
| YTD | -4.1% | -17.1% | +13.0% | -3.1% |
| 1Y | -6.9% | -2.9% | -4.0% | -8.8% |
| 3Y | +35.6% | +24.5% | +11.2% | +21.2% |
| 5Y | +42.8% | -29.1% | +71.9% | +40.0% |
| 10Y | +160.2% | -39.1% | +199.3% | +123.8% |
| All | +160.2% | -37.5% | +197.7% | +123.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling