+61.1%
PPL vs ALK
-42.1%
+103.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.4% |
| 7D | +1.0% | +7.1% | -6.0% | -0.4% |
| 30D | +6.8% | -3.0% | +9.8% | +7.1% |
| 3M | +3.9% | -25.6% | +29.5% | +9.2% |
| 6M | -2.0% | +0.5% | -2.5% | -3.5% |
| YTD | +5.3% | -23.1% | +28.3% | +7.8% |
| 1Y | +2.2% | -7.5% | +9.7% | +0.4% |
| 3Y | +56.7% | +15.3% | +41.4% | +38.0% |
| 5Y | +49.1% | -34.8% | +83.9% | +47.2% |
| All | +61.1% | -42.1% | +103.2% | +36.7% |
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