+365.6%
PSX vs ALK
-35.2%
+400.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | -0.3% |
| 7D | +4.5% | -0.7% | +5.2% | +4.7% |
| 30D | +26.6% | -19.2% | +45.8% | +34.6% |
| 3M | +39.3% | -1.5% | +40.8% | +36.8% |
| 6M | +56.8% | -13.1% | +69.9% | +56.5% |
| YTD | +101.8% | -16.4% | +118.2% | +102.2% |
| 1Y | +99.6% | -33.1% | +132.7% | +114.8% |
| 3Y | +140.3% | +0.6% | +139.7% | +106.3% |
| 5Y | +339.3% | -26.4% | +365.7% | +310.6% |
| All | +365.6% | -35.2% | +400.8% | +278.9% |
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