+763.1%
PM vs ALK
+958.3%
-195.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.4% |
| 3M | +5.2% | -1.5% | +6.7% | +4.7% |
| 6M | +3.7% | -13.1% | +16.8% | +4.4% |
| YTD | +15.8% | -16.4% | +32.2% | +16.9% |
| 1Y | +17.4% | -33.1% | +50.4% | +22.2% |
| 3Y | +116.9% | +0.6% | +116.3% | +103.5% |
| 5Y | +117.3% | -26.4% | +143.7% | +111.0% |
| 10Y | +193.8% | -34.2% | +227.9% | +169.0% |
| All | +763.1% | +958.3% | -195.1% | +372.6% |
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