+695.9%
PH vs ALK
-45.9%
+741.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.6% |
| 7D | +4.3% | -1.2% | +5.5% | +4.8% |
| 30D | +0.1% | +7.7% | -7.6% | -3.7% |
| 3M | -9.4% | -19.0% | +9.6% | -2.6% |
| 6M | +8.8% | -0.2% | +9.0% | +5.4% |
| YTD | +9.6% | -23.5% | +33.1% | +16.1% |
| 1Y | +14.4% | -9.1% | +23.6% | +12.1% |
| 3Y | +134.5% | +12.0% | +122.5% | +93.4% |
| 5Y | +204.4% | -30.9% | +235.3% | +203.7% |
| All | +695.9% | -45.9% | +741.8% | +622.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling