+4.4%
PEP vs ALK
-31.3%
+35.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.3% |
| 7D | +2.9% | -1.2% | +4.1% | +3.0% |
| 30D | +12.5% | +7.7% | +4.8% | +11.9% |
| 3M | +4.5% | -19.0% | +23.5% | +5.7% |
| 6M | -0.5% | -0.2% | -0.3% | -1.0% |
| YTD | +4.4% | -23.5% | +27.9% | +5.4% |
| 1Y | +4.4% | -9.1% | +13.5% | +3.9% |
| 3Y | -3.4% | +12.0% | -15.4% | -7.9% |
| All | +4.4% | -31.3% | +35.8% | +4.1% |
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