+146.0%
PM vs ALK
+16.0%
+130.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.8% |
| 7D | -5.2% | +9.0% | -14.3% | -5.3% |
| 30D | +2.7% | -1.6% | +4.3% | +2.7% |
| 3M | +6.1% | -23.2% | +29.3% | +6.3% |
| 6M | +18.0% | -3.9% | +21.9% | +17.9% |
| YTD | +26.6% | -22.6% | +49.2% | +27.0% |
| 1Y | +36.7% | -5.3% | +42.0% | +36.5% |
| 3Y | +146.0% | +18.6% | +127.4% | +133.3% |
| All | +146.0% | +16.0% | +130.0% | +133.3% |
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 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