+22,650.5%
PH vs ALK
+770.6%
+21,879.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.2% | +2.7% |
| 7D | +2.0% | +9.0% | -7.0% | -0.9% |
| 30D | -3.7% | -1.6% | -2.0% | -3.8% |
| 3M | -14.0% | -23.2% | +9.1% | -8.0% |
| 6M | +2.1% | -3.9% | +6.0% | +1.2% |
| YTD | +5.1% | -22.6% | +27.6% | +9.6% |
| 1Y | +10.9% | -5.3% | +16.3% | +8.7% |
| 3Y | +132.9% | +18.6% | +114.4% | +105.8% |
| 5Y | +200.1% | -34.4% | +234.5% | +210.5% |
| 10Y | +783.8% | -40.8% | +824.6% | +780.6% |
| All | +22,650.5% | +770.6% | +21,879.9% | +8,856.4% |
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 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