+459.7%
PL vs ALK
+19.1%
+440.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +8.8% | -15.1% | -10.2% |
| 7D | -11.7% | +12.4% | -24.1% | -16.9% |
| 30D | -27.1% | +2.1% | -29.2% | -28.3% |
| 3M | -44.6% | -23.9% | -20.7% | -37.9% |
| 6M | -67.2% | +8.2% | -75.4% | -69.3% |
| YTD | -35.9% | -20.5% | -15.4% | -31.9% |
| 1Y | -0.4% | -1.0% | +0.6% | -6.1% |
| All | +459.7% | +19.1% | +440.6% | +379.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling