+4,296.9%
PNR vs ALK
+832.3%
+3,464.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.1% | -4.0% | +1.3% |
| 7D | -0.5% | +8.9% | -9.4% | -2.6% |
| 30D | +34.4% | +5.9% | +28.5% | +32.5% |
| 3M | +2.4% | -16.5% | +18.9% | +6.6% |
| 6M | -7.8% | +2.1% | -9.9% | -9.2% |
| YTD | -31.6% | -17.1% | -14.5% | -30.1% |
| 1Y | -33.6% | -2.9% | -30.8% | -34.9% |
| 3Y | +19.9% | +24.5% | -4.6% | +7.4% |
| 5Y | +0.8% | -29.1% | +29.9% | +1.9% |
| 10Y | +113.4% | -39.1% | +152.6% | +107.2% |
| All | +4,296.9% | +832.3% | +3,464.7% | +2,065.9% |
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