-18.9%
PNR vs ALK
-28.9%
+10.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -1.7% |
| 7D | -3.0% | +0.1% | -3.2% | -3.1% |
| 30D | -14.9% | -18.5% | +3.5% | -9.4% |
| 3M | -19.0% | -3.6% | -15.5% | -18.9% |
| 6M | -35.9% | -3.7% | -32.2% | -36.5% |
| YTD | -43.1% | -19.0% | -24.1% | -41.1% |
| 1Y | -46.4% | -36.0% | -10.4% | -40.2% |
| 3Y | -10.8% | +2.3% | -13.2% | -21.3% |
| 5Y | -18.9% | -27.8% | +8.9% | -22.8% |
| All | -18.9% | -28.9% | +10.0% | -22.8% |
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