+65.2%
PR vs ALK
-41.7%
+106.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | -16.4% | +9.0% | -25.5% | -19.4% |
| 30D | -1.9% | -1.6% | -0.3% | -2.3% |
| 3M | +8.0% | -23.2% | +31.1% | +16.5% |
| 6M | +4.1% | -3.9% | +8.0% | -0.4% |
| YTD | +58.7% | -22.6% | +81.3% | +59.8% |
| 1Y | +75.8% | -5.3% | +81.2% | +60.5% |
| 3Y | +73.2% | +18.6% | +54.6% | +30.4% |
| 5Y | +230.1% | -34.4% | +264.5% | +220.6% |
| All | +65.2% | -41.7% | +106.9% | +89.8% |
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