-21.5%
PFE vs ALK
-34.8%
+13.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.3% | -1.7% |
| 7D | -3.7% | +9.0% | -12.7% | -4.3% |
| 30D | +5.0% | -1.6% | +6.6% | +5.0% |
| 3M | +12.2% | -23.2% | +35.4% | +14.2% |
| 6M | +14.6% | -3.9% | +18.5% | +14.2% |
| YTD | +24.1% | -22.6% | +46.7% | +25.2% |
| 1Y | +26.6% | -5.3% | +31.9% | +25.7% |
| 3Y | +14.3% | +18.6% | -4.3% | +10.3% |
| All | -21.5% | -34.8% | +13.3% | -28.0% |
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 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