+357.1%
PSX vs ALK
-41.4%
+398.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.4% | +3.5% |
| 7D | -0.4% | +2.6% | -2.9% | -1.1% |
| 30D | -8.1% | +7.8% | -15.9% | -10.8% |
| 3M | +15.9% | -15.2% | +31.1% | +20.4% |
| 6M | +49.4% | +5.0% | +44.3% | +41.1% |
| YTD | +104.7% | -18.4% | +123.1% | +104.5% |
| 1Y | +89.1% | -2.4% | +91.5% | +75.9% |
| 3Y | +151.7% | +19.8% | +132.0% | +99.1% |
| 5Y | +298.3% | -27.8% | +326.1% | +271.5% |
| 10Y | +357.1% | -42.0% | +399.0% | +283.1% |
| All | +357.1% | -41.4% | +398.5% | +283.1% |
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