+2,090.1%
PPL vs ALK
+839.9%
+1,250.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | +2.7% | -0.7% | +3.3% | +2.7% |
| 30D | +0.5% | -19.2% | +19.7% | +3.1% |
| 3M | +0.7% | -1.5% | +2.2% | +0.4% |
| 6M | -7.6% | -13.1% | +5.5% | -7.0% |
| YTD | +1.8% | -16.4% | +18.2% | +2.7% |
| 1Y | -0.8% | -33.1% | +32.3% | +2.6% |
| 3Y | +56.9% | +0.6% | +56.2% | +49.9% |
| 5Y | +39.5% | -26.4% | +65.9% | +37.0% |
| 10Y | +55.4% | -34.2% | +89.5% | +46.8% |
| All | +2,090.1% | +839.9% | +1,250.2% | +1,311.2% |
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