+90.1%
PEP vs ALK
-41.4%
+131.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +0.4% |
| 7D | +1.1% | +2.6% | -1.5% | +0.8% |
| 30D | +13.6% | +7.8% | +5.8% | +12.6% |
| 3M | +5.1% | -15.2% | +20.3% | +6.7% |
| 6M | -1.6% | +5.0% | -6.7% | -3.0% |
| YTD | +3.3% | -18.4% | +21.8% | +4.2% |
| 1Y | +3.2% | -2.4% | +5.6% | +1.8% |
| 3Y | -3.9% | +19.8% | -23.7% | -10.5% |
| 5Y | +4.0% | -27.8% | +31.8% | +2.1% |
| 10Y | +90.1% | -42.0% | +132.1% | +74.7% |
| All | +90.1% | -41.4% | +131.5% | +74.7% |
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