+23.5%
PPG vs ALK
-37.3%
+60.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.8% |
| 7D | -5.1% | -3.1% | -2.0% | -4.1% |
| 30D | -9.6% | -17.1% | +7.6% | -3.9% |
| 3M | -6.4% | -3.8% | -2.7% | -5.6% |
| 6M | +0.5% | -5.3% | +5.8% | +1.1% |
| YTD | +4.4% | -20.3% | +24.7% | +10.2% |
| 1Y | -0.9% | -36.0% | +35.1% | +11.5% |
| 3Y | -17.0% | +0.8% | -17.7% | -23.9% |
| 5Y | -23.7% | -28.5% | +4.8% | -23.3% |
| All | +23.5% | -37.3% | +60.8% | +7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling