+345.8%
PSX vs ALK
-37.5%
+383.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.1% | -4.1% | +0.9% |
| 7D | -8.0% | +8.9% | -16.9% | -10.5% |
| 30D | -9.0% | +5.9% | -15.0% | -11.3% |
| 3M | +24.7% | -16.5% | +41.3% | +30.0% |
| 6M | +49.3% | +2.1% | +47.2% | +42.4% |
| YTD | +100.2% | -17.1% | +117.3% | +99.1% |
| 1Y | +88.8% | -2.9% | +91.7% | +76.2% |
| 3Y | +152.5% | +24.5% | +128.0% | +96.9% |
| 5Y | +283.2% | -29.1% | +312.3% | +261.4% |
| 10Y | +345.8% | -39.1% | +384.9% | +266.0% |
| All | +345.8% | -37.5% | +383.3% | +266.0% |
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