+2,735.9%
PPG vs ALK
+839.9%
+1,896.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.2% |
| 7D | -1.5% | -0.7% | -0.8% | -1.3% |
| 30D | -5.0% | -19.2% | +14.3% | +0.5% |
| 3M | +1.1% | -1.5% | +2.7% | +1.2% |
| 6M | -3.2% | -13.1% | +9.9% | -0.4% |
| YTD | +11.9% | -16.4% | +28.3% | +15.7% |
| 1Y | +5.3% | -33.1% | +38.4% | +14.8% |
| 3Y | -15.0% | +0.6% | -15.6% | -19.9% |
| 5Y | -19.6% | -26.4% | +6.8% | -18.9% |
| 10Y | +27.0% | -34.2% | +61.2% | +20.9% |
| All | +2,735.9% | +839.9% | +1,896.0% | +939.8% |
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 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