+21.1%
PL vs ALK
-34.8%
+55.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.6% | +9.8% | +10.1% |
| 7D | -6.8% | +9.0% | -15.9% | -11.8% |
| 30D | -29.3% | -1.6% | -27.7% | -29.3% |
| 3M | -44.8% | -23.2% | -21.6% | -37.2% |
| 6M | -68.4% | -3.9% | -64.5% | -68.9% |
| YTD | -36.4% | -22.6% | -13.8% | -31.4% |
| 1Y | +0.7% | -5.3% | +6.0% | -4.2% |
| 3Y | +455.3% | +18.6% | +436.7% | +315.4% |
| All | +21.1% | -34.8% | +55.9% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling