+3,159.9%
PEP vs ALK
+839.9%
+2,320.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.8% |
| 7D | -1.4% | -0.7% | -0.7% | -1.3% |
| 30D | +0.2% | -19.2% | +19.5% | +2.6% |
| 3M | -1.1% | -1.5% | +0.4% | -1.4% |
| 6M | -13.5% | -13.1% | -0.4% | -13.0% |
| YTD | -1.2% | -16.4% | +15.2% | -0.4% |
| 1Y | -1.6% | -33.1% | +31.5% | +1.5% |
| 3Y | -12.5% | +0.6% | -13.1% | -16.0% |
| 5Y | +3.0% | -26.4% | +29.4% | +1.1% |
| 10Y | +73.9% | -34.2% | +108.1% | +63.7% |
| All | +3,159.9% | +839.9% | +2,320.1% | +1,552.0% |
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 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