+50.7%
PFE vs ALK
-41.4%
+92.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | -3.0% | +2.6% | -5.5% | -3.3% |
| 30D | +5.2% | +7.8% | -2.6% | +4.1% |
| 3M | +12.2% | -15.2% | +27.5% | +14.1% |
| 6M | +17.8% | +5.0% | +12.8% | +16.1% |
| YTD | +26.2% | -18.4% | +44.6% | +27.3% |
| 1Y | +23.2% | -2.4% | +25.6% | +21.5% |
| 3Y | +21.3% | +19.8% | +1.5% | +13.3% |
| 5Y | -23.1% | -27.8% | +4.7% | -24.4% |
| 10Y | +50.7% | -42.0% | +92.7% | +49.2% |
| All | +50.7% | -41.4% | +92.1% | +49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling