+62.1%
PR vs ALK
-42.1%
+104.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.2% | -1.6% | -3.7% |
| 7D | -16.5% | +7.1% | -23.6% | -19.0% |
| 30D | -4.5% | -3.0% | -1.5% | -4.5% |
| 3M | +8.5% | -25.6% | +34.2% | +18.5% |
| 6M | -3.3% | +0.5% | -3.8% | -9.4% |
| YTD | +55.7% | -23.1% | +78.8% | +57.1% |
| 1Y | +82.0% | -7.5% | +89.6% | +67.8% |
| 3Y | +62.5% | +15.3% | +47.1% | +24.0% |
| 5Y | +223.9% | -34.8% | +258.7% | +215.2% |
| All | +62.1% | -42.1% | +104.1% | +86.6% |
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