+2.0%
PEP vs ALK
-29.1%
+31.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.1% | -6.7% | -0.1% |
| 7D | +1.0% | +8.9% | -7.9% | +0.4% |
| 30D | +12.6% | +5.9% | +6.7% | +12.1% |
| 3M | +3.1% | -16.5% | +19.7% | +4.1% |
| 6M | -6.3% | +2.1% | -8.4% | -6.9% |
| YTD | +1.9% | -17.1% | +19.0% | +2.3% |
| 1Y | +3.3% | -2.9% | +6.1% | +2.4% |
| 3Y | -4.8% | +24.5% | -29.3% | -10.0% |
| 5Y | +2.0% | -29.1% | +31.2% | +2.0% |
| All | +2.0% | -29.1% | +31.2% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling