+3,068.1%
PPG vs ALK
+817.3%
+2,250.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +0.8% |
| 7D | -1.2% | +2.6% | -3.8% | -1.9% |
| 30D | +21.2% | +7.8% | +13.4% | +18.6% |
| 3M | +8.2% | -15.2% | +23.5% | +12.6% |
| 6M | +17.2% | +5.0% | +12.1% | +14.8% |
| YTD | +25.0% | -18.4% | +43.4% | +29.7% |
| 1Y | +33.5% | -2.4% | +35.9% | +31.8% |
| 3Y | +4.2% | +19.8% | -15.6% | -6.4% |
| 5Y | -12.7% | -27.8% | +15.1% | -11.5% |
| 10Y | +58.0% | -42.0% | +99.9% | +54.8% |
| All | +3,068.1% | +817.3% | +2,250.8% | +1,065.9% |
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