+196.7%
PH vs ALK
-34.8%
+231.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.2% | +2.7% |
| 7D | +2.0% | +9.0% | -7.0% | -1.3% |
| 30D | -3.7% | -1.6% | -2.0% | -3.8% |
| 3M | -14.0% | -23.2% | +9.1% | -6.7% |
| 6M | +2.1% | -3.9% | +6.0% | +0.9% |
| YTD | +5.1% | -22.6% | +27.6% | +10.3% |
| 1Y | +10.9% | -5.3% | +16.3% | +7.3% |
| 3Y | +132.9% | +18.6% | +114.4% | +88.4% |
| All | +196.7% | -34.8% | +231.4% | +205.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling