+250.9%
PM vs ALK
-39.7%
+290.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -6.6% | +12.9% | -19.6% | -8.3% |
| 30D | -3.4% | +5.5% | -9.0% | -4.4% |
| 3M | +5.3% | -12.1% | +17.4% | +6.8% |
| 6M | +15.5% | +1.7% | +13.8% | +13.7% |
| YTD | +24.3% | -17.4% | +41.7% | +25.3% |
| 1Y | +29.7% | -1.9% | +31.6% | +26.8% |
| 3Y | +144.9% | +21.2% | +123.7% | +118.5% |
| 5Y | +159.0% | -27.8% | +186.8% | +151.1% |
| 10Y | +250.9% | -41.0% | +292.0% | +209.3% |
| All | +250.9% | -39.7% | +290.6% | +209.3% |
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