+22,018.4%
PH vs ALK
+765.2%
+21,253.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.3% | -1.0% |
| 7D | -3.9% | +7.1% | -10.9% | -6.1% |
| 30D | -9.4% | -3.0% | -6.4% | -9.2% |
| 3M | -10.3% | -25.6% | +15.3% | -3.1% |
| 6M | +2.7% | +0.5% | +2.2% | +0.5% |
| YTD | +2.1% | -23.1% | +25.2% | +6.7% |
| 1Y | +16.2% | -7.5% | +23.8% | +14.6% |
| 3Y | +129.3% | +15.3% | +114.0% | +104.2% |
| 5Y | +191.7% | -34.8% | +226.5% | +202.4% |
| 10Y | +759.2% | -41.2% | +800.4% | +757.7% |
| All | +22,018.4% | +765.2% | +21,253.2% | +8,622.9% |
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 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