+3,280.3%
PEP vs ALK
+765.2%
+2,515.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.5% | +0.6% |
| 7D | +6.7% | +7.1% | -0.4% | +5.8% |
| 30D | +13.5% | -3.0% | +16.5% | +13.8% |
| 3M | +3.9% | -25.6% | +29.6% | +7.2% |
| 6M | -6.0% | +0.5% | -6.5% | -6.8% |
| YTD | +2.5% | -23.1% | +25.5% | +4.0% |
| 1Y | +3.9% | -7.5% | +11.5% | +3.1% |
| 3Y | -4.7% | +15.3% | -20.0% | -10.1% |
| 5Y | +1.1% | -34.8% | +35.9% | +0.6% |
| 10Y | +83.8% | -41.2% | +125.0% | +75.0% |
| All | +3,280.3% | +765.2% | +2,515.1% | +1,625.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling