-4.6%
PEP vs ALK
+15.2%
-19.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.5% | +0.4% |
| 7D | +6.7% | +7.1% | -0.4% | +6.3% |
| 30D | +13.5% | -3.0% | +16.5% | +13.6% |
| 3M | +3.9% | -25.6% | +29.6% | +5.2% |
| 6M | -6.0% | +0.5% | -6.5% | -6.4% |
| YTD | +2.5% | -23.1% | +25.5% | +3.2% |
| 1Y | +3.9% | -7.5% | +11.5% | +3.5% |
| All | -4.6% | +15.2% | -19.8% | -7.2% |
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 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