+3,280.0%
PFE vs ALK
+839.9%
+2,440.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.8% | -1.5% |
| 7D | +1.8% | -0.7% | +2.4% | +1.8% |
| 30D | +10.2% | -19.2% | +29.5% | +13.5% |
| 3M | +12.7% | -1.5% | +14.2% | +12.3% |
| 6M | +10.5% | -13.1% | +23.6% | +11.4% |
| YTD | +20.2% | -16.4% | +36.6% | +21.4% |
| 1Y | +24.1% | -33.1% | +57.1% | +29.0% |
| 3Y | -3.6% | +0.6% | -4.2% | -8.1% |
| 5Y | -20.9% | -26.4% | +5.5% | -22.6% |
| 10Y | +35.8% | -34.2% | +70.0% | +26.3% |
| All | +3,280.0% | +839.9% | +2,440.1% | +1,582.8% |
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