+2,856.5%
PEG vs ALK
+839.9%
+2,016.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.7% | -0.3% |
| 7D | +0.7% | -0.7% | +1.4% | +0.8% |
| 30D | -2.4% | -19.2% | +16.8% | 0.0% |
| 3M | -4.8% | -1.5% | -3.3% | -5.0% |
| 6M | -10.7% | -13.1% | +2.4% | -10.1% |
| YTD | -6.7% | -16.4% | +9.7% | -5.9% |
| 1Y | -6.8% | -33.1% | +26.2% | -3.8% |
| 3Y | +34.5% | +0.6% | +33.9% | +29.5% |
| 5Y | +35.8% | -26.4% | +62.1% | +33.9% |
| 10Y | +141.7% | -34.2% | +175.9% | +129.7% |
| All | +2,856.5% | +839.9% | +2,016.6% | +1,815.1% |
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 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