+253.6%
PH vs ALK
-25.3%
+278.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.7% |
| 7D | -3.1% | -0.7% | -2.4% | -2.9% |
| 30D | -3.2% | -19.2% | +16.0% | +3.9% |
| 3M | +10.6% | -1.5% | +12.1% | +9.9% |
| 6M | -2.1% | -13.1% | +10.9% | +0.4% |
| YTD | +10.2% | -16.4% | +26.6% | +13.5% |
| 1Y | +28.2% | -33.1% | +61.3% | +42.8% |
| 3Y | +134.9% | +0.6% | +134.3% | +108.9% |
| All | +253.6% | -25.3% | +278.9% | +244.6% |
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