+16.2%
PFE vs ALK
+15.2%
+1.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.3% | -2.7% |
| 7D | -0.2% | +7.1% | -7.3% | -0.8% |
| 30D | +8.7% | -3.0% | +11.6% | +8.8% |
| 3M | +15.8% | -25.6% | +41.4% | +18.2% |
| 6M | +16.8% | +0.5% | +16.3% | +15.9% |
| YTD | +26.2% | -23.1% | +49.3% | +27.3% |
| 1Y | +29.9% | -7.5% | +37.5% | +29.1% |
| All | +16.2% | +15.2% | +1.0% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling