+169.5%
PR vs ALK
-44.7%
+214.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.2% |
| 7D | +2.9% | -0.7% | +3.6% | +3.1% |
| 30D | +18.0% | -19.2% | +37.3% | +26.7% |
| 3M | +16.9% | -1.5% | +18.4% | +13.9% |
| 6M | +28.2% | -13.1% | +41.3% | +26.8% |
| YTD | +69.3% | -16.4% | +85.8% | +68.2% |
| 1Y | +69.5% | -33.1% | +102.6% | +83.4% |
| 3Y | +81.7% | +0.6% | +81.1% | +52.1% |
| 5Y | +422.2% | -26.4% | +448.6% | +390.1% |
| 10Y | +110.4% | -34.2% | +144.5% | +96.2% |
| All | +169.5% | -44.7% | +214.1% | +149.6% |
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 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