+44.1%
PL vs ALK
-41.0%
+85.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +5.6% | +12.9% | -7.3% | -0.7% |
| 30D | -16.9% | +5.5% | -22.5% | -19.5% |
| 3M | -38.2% | -12.1% | -26.1% | -34.6% |
| 6M | -63.4% | +1.7% | -65.2% | -64.8% |
| YTD | -27.6% | -17.4% | -10.2% | -24.4% |
| 1Y | +6.6% | -1.9% | +8.5% | +0.8% |
| 3Y | +557.6% | +21.2% | +536.4% | +418.4% |
| 5Y | +39.5% | -27.8% | +67.3% | +36.5% |
| All | +44.1% | -41.0% | +85.1% | +41.0% |
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