-22.9%
PPG vs ALK
-28.1%
+5.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.0% |
| 7D | -3.7% | -3.0% | -0.8% | -2.7% |
| 30D | -7.2% | -14.6% | +7.4% | -2.1% |
| 3M | -7.3% | -10.6% | +3.2% | -4.1% |
| 6M | +0.3% | -6.7% | +7.0% | +1.3% |
| YTD | +6.5% | -19.8% | +26.3% | +12.3% |
| 1Y | +0.5% | -35.2% | +35.7% | +13.1% |
| 3Y | -15.3% | +1.4% | -16.7% | -24.7% |
| 5Y | -22.9% | -30.7% | +7.8% | -25.0% |
| All | -22.9% | -28.1% | +5.2% | -25.0% |
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