+852.8%
PM vs ALK
+874.2%
-21.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.2% | -1.4% | -4.1% |
| 7D | -3.4% | +7.1% | -10.4% | -4.4% |
| 30D | +5.8% | -3.0% | +8.8% | +6.1% |
| 3M | +6.7% | -25.6% | +32.3% | +11.0% |
| 6M | +19.9% | +0.5% | +19.4% | +18.2% |
| YTD | +27.8% | -23.1% | +50.9% | +30.2% |
| 1Y | +39.4% | -7.5% | +46.9% | +37.6% |
| 3Y | +146.9% | +15.3% | +131.6% | +125.1% |
| 5Y | +166.6% | -34.8% | +201.4% | +163.5% |
| 10Y | +242.1% | -41.2% | +283.2% | +217.9% |
| All | +852.8% | +874.2% | -21.4% | +426.5% |
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