+80.1%
PEP vs ALK
-41.7%
+121.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.0% |
| 7D | +2.9% | +9.0% | -6.1% | +1.9% |
| 30D | +14.2% | -1.6% | +15.9% | +14.3% |
| 3M | +3.2% | -23.2% | +26.4% | +5.8% |
| 6M | -7.4% | -3.9% | -3.6% | -7.8% |
| YTD | +1.5% | -22.6% | +24.1% | +2.9% |
| 1Y | +3.9% | -5.3% | +9.2% | +2.7% |
| 3Y | -5.5% | +18.6% | -24.1% | -12.0% |
| 5Y | +0.1% | -34.4% | +34.5% | -0.5% |
| All | +80.1% | -41.7% | +121.8% | +72.2% |
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