+59.9%
PPL vs ALK
+2.1%
+57.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | +2.7% | -0.7% | +3.3% | +2.7% |
| 30D | +0.5% | -19.2% | +19.7% | +1.6% |
| 3M | +0.7% | -1.5% | +2.2% | +0.6% |
| 6M | -7.6% | -13.1% | +5.5% | -7.1% |
| YTD | +1.8% | -16.4% | +18.2% | +2.4% |
| 1Y | -0.8% | -33.1% | +32.3% | +1.3% |
| All | +59.9% | +2.1% | +57.8% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling