+34.5%
PEG vs ALK
+14.9%
+19.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.8% | +5.5% | +1.2% |
| 7D | +2.3% | +0.9% | +1.4% | +2.2% |
| 30D | +6.1% | +3.3% | +2.9% | +5.7% |
| 3M | -0.5% | -17.6% | +17.1% | +1.1% |
| 6M | -3.2% | +0.8% | -4.0% | -3.8% |
| YTD | -4.4% | -22.4% | +17.9% | -3.2% |
| 1Y | -7.4% | -10.1% | +2.7% | -7.9% |
| All | +34.5% | +14.9% | +19.7% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling