+91.3%
PEP vs ALK
-45.1%
+136.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.7% | -0.6% |
| 7D | -0.3% | +0.9% | -1.2% | -0.4% |
| 30D | +11.8% | +3.3% | +8.5% | +11.2% |
| 3M | +3.7% | -17.6% | +21.2% | +5.5% |
| 6M | -4.3% | +0.8% | -5.1% | -5.2% |
| YTD | +2.1% | -22.4% | +24.5% | +3.5% |
| 1Y | +2.5% | -10.1% | +12.6% | +2.0% |
| 3Y | -5.0% | +14.0% | -19.0% | -11.1% |
| 5Y | +2.9% | -29.8% | +32.7% | +1.2% |
| All | +91.3% | -45.1% | +136.4% | +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