+54.2%
PPL vs ALK
-34.2%
+88.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | +2.7% | -0.7% | +3.3% | +2.8% |
| 30D | +0.5% | -19.2% | +19.7% | +4.4% |
| 3M | +0.7% | -1.5% | +2.2% | +0.2% |
| 6M | -7.6% | -13.1% | +5.5% | -6.7% |
| YTD | +1.8% | -16.4% | +18.2% | +3.1% |
| 1Y | -0.8% | -33.1% | +32.3% | +4.6% |
| 3Y | +56.9% | +0.6% | +56.2% | +44.0% |
| 5Y | +39.5% | -26.4% | +65.9% | +34.3% |
| All | +54.2% | -34.2% | +88.4% | +22.4% |
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