+140.4%
PEG vs ALK
-38.6%
+179.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +1.3% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | -1.9% | -18.5% | +16.6% | +1.5% |
| 3M | -3.7% | -3.6% | -0.1% | -3.7% |
| 6M | -9.4% | -3.7% | -5.7% | -10.1% |
| YTD | -6.0% | -19.0% | +13.0% | -4.3% |
| 1Y | -4.4% | -36.0% | +31.7% | +1.2% |
| 3Y | +33.5% | +2.3% | +31.2% | +24.3% |
| 5Y | +35.7% | -27.8% | +63.5% | +32.4% |
| 10Y | +140.4% | -39.0% | +179.4% | +99.1% |
| All | +140.4% | -38.6% | +179.0% | +99.1% |
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