+99.6%
PSX vs ALK
-33.1%
+132.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | +0.4% |
| 7D | +4.5% | -0.7% | +5.2% | +4.4% |
| 30D | +26.6% | -19.2% | +45.8% | +23.0% |
| 3M | +39.3% | -1.5% | +40.8% | +39.2% |
| 6M | +56.8% | -13.1% | +69.9% | +59.9% |
| YTD | +101.8% | -16.4% | +118.2% | +106.6% |
| 1Y | +99.6% | -33.1% | +132.7% | +94.6% |
| All | +99.6% | -33.1% | +132.7% | +94.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling