-6.5%
PG vs ALK
-35.4%
+28.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.3% |
| 7D | -2.7% | -3.1% | +0.4% | -2.4% |
| 30D | -1.5% | -17.1% | +15.6% | -0.1% |
| 3M | -3.4% | -3.8% | +0.4% | -3.4% |
| 6M | -7.0% | -5.3% | -1.7% | -7.3% |
| YTD | +2.0% | -20.3% | +22.2% | +1.4% |
| 1Y | -6.5% | -36.0% | +29.5% | -2.3% |
| All | -6.5% | -35.4% | +28.9% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling