+83.0%
PL vs ALK
-40.3%
+123.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -2.0% |
| 7D | -9.3% | -0.7% | -8.6% | -9.0% |
| 30D | -18.9% | -19.2% | +0.3% | -10.0% |
| 3M | -58.4% | -1.5% | -56.9% | -59.0% |
| 6M | -30.3% | -13.1% | -17.3% | -28.0% |
| YTD | -8.1% | -16.4% | +8.3% | -4.1% |
| 1Y | +180.5% | -33.1% | +213.6% | +229.9% |
| 3Y | +444.1% | +0.6% | +443.5% | +380.3% |
| 5Y | +83.0% | -26.4% | +109.4% | +78.8% |
| All | +83.0% | -40.3% | +123.3% | +78.9% |
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