+1.3%
PPL vs ALK
-6.6%
+7.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | +0.4% | +9.0% | -8.6% | +0.2% |
| 30D | +5.4% | -1.6% | +7.1% | +5.3% |
| 3M | +4.3% | -23.2% | +27.4% | +4.5% |
| 6M | -1.3% | -3.9% | +2.5% | -1.2% |
| YTD | +4.7% | -22.6% | +27.3% | +4.5% |
| 1Y | +1.3% | -5.3% | +6.6% | +0.3% |
| All | +1.3% | -6.6% | +7.9% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling