+192.8%
PM vs ALK
-35.2%
+228.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.2% |
| 7D | -4.9% | -0.7% | -4.2% | -4.8% |
| 30D | -3.4% | -19.2% | +15.8% | -0.5% |
| 3M | +5.2% | -1.5% | +6.7% | +4.7% |
| 6M | +3.7% | -13.1% | +16.8% | +4.5% |
| YTD | +15.8% | -16.4% | +32.2% | +16.9% |
| 1Y | +17.4% | -33.1% | +50.4% | +22.4% |
| 3Y | +116.9% | +0.6% | +116.3% | +101.7% |
| 5Y | +117.3% | -26.4% | +143.7% | +110.3% |
| All | +192.8% | -35.2% | +228.0% | +152.2% |
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 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