+14.8%
PL vs ALK
-45.0%
+59.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.2% | -6.9% | -8.5% |
| 7D | -20.5% | +7.1% | -27.6% | -23.8% |
| 30D | -38.8% | -3.0% | -35.8% | -38.3% |
| 3M | -49.1% | -25.6% | -23.5% | -41.7% |
| 6M | -69.4% | +0.5% | -69.9% | -70.5% |
| YTD | -42.3% | -23.1% | -19.3% | -37.8% |
| 1Y | -14.2% | -7.5% | -6.6% | -16.7% |
| 3Y | +398.7% | +15.3% | +383.4% | +300.9% |
| 5Y | +11.1% | -34.8% | +45.9% | +12.4% |
| All | +14.8% | -45.0% | +59.9% | +16.1% |
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