+159.5%
PM vs ALK
-29.1%
+188.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.1% | -9.5% | -2.8% |
| 7D | -7.3% | +8.9% | -16.2% | -7.8% |
| 30D | -4.0% | +5.9% | -10.0% | -4.4% |
| 3M | +2.7% | -16.5% | +19.3% | +3.7% |
| 6M | +14.9% | +2.1% | +12.7% | +14.0% |
| YTD | +23.5% | -17.1% | +40.6% | +24.2% |
| 1Y | +30.4% | -2.9% | +33.2% | +29.1% |
| 3Y | +143.2% | +24.5% | +118.7% | +121.2% |
| 5Y | +159.5% | -29.1% | +188.6% | +154.2% |
| All | +159.5% | -29.1% | +188.6% | +154.2% |
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