+737.3%
PH vs ALK
-37.5%
+774.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.1% | -2.9% | +1.4% |
| 7D | +3.0% | +8.9% | -5.9% | -0.8% |
| 30D | -0.6% | +5.9% | -6.6% | -3.8% |
| 3M | -10.7% | -16.5% | +5.8% | -5.2% |
| 6M | +9.1% | +2.1% | +7.0% | +4.8% |
| YTD | +9.5% | -17.1% | +26.6% | +12.4% |
| 1Y | +14.0% | -2.9% | +16.9% | +8.8% |
| 3Y | +138.9% | +24.5% | +114.4% | +88.7% |
| 5Y | +209.1% | -29.1% | +238.3% | +206.4% |
| 10Y | +737.3% | -39.1% | +776.4% | +623.9% |
| All | +737.3% | -37.5% | +774.8% | +623.9% |
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