+4,692.5%
PG vs ALK
+760.3%
+3,932.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.5% | +1.2% |
| 7D | +2.7% | -1.2% | +3.8% | +2.8% |
| 30D | +9.2% | +7.7% | +1.5% | +8.3% |
| 3M | +18.5% | -19.0% | +37.5% | +20.8% |
| 6M | +21.1% | -0.2% | +21.3% | +20.3% |
| YTD | +21.9% | -23.5% | +45.4% | +23.8% |
| 1Y | +18.1% | -9.1% | +27.2% | +17.7% |
| 3Y | +20.6% | +12.0% | +8.5% | +15.0% |
| 5Y | +31.8% | -30.9% | +62.6% | +30.6% |
| 10Y | +166.5% | -45.6% | +212.0% | +157.4% |
| All | +4,692.5% | +760.3% | +3,932.2% | +2,654.1% |
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