+160.5%
PR vs ALK
-47.3%
+207.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +8.8% | -15.3% | -9.6% |
| 7D | -12.1% | +12.4% | -24.5% | -16.2% |
| 30D | +0.9% | +2.1% | -1.2% | -0.9% |
| 3M | +10.1% | -23.9% | +34.0% | +19.1% |
| 6M | +1.1% | +8.2% | -7.1% | -7.7% |
| YTD | +63.7% | -20.5% | +84.1% | +63.3% |
| 1Y | +87.0% | -1.0% | +88.1% | +68.0% |
| 3Y | +70.7% | +19.2% | +51.6% | +29.9% |
| 5Y | +246.8% | -28.2% | +275.0% | +223.8% |
| 10Y | +72.6% | -39.2% | +111.8% | +61.6% |
| All | +160.5% | -47.3% | +207.8% | +142.2% |
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