+133.4%
PSX vs ALK
+15.2%
+118.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.2% | -1.6% | -4.6% |
| 7D | -9.7% | +7.1% | -16.8% | -10.1% |
| 30D | -8.4% | -3.0% | -5.4% | -8.2% |
| 3M | +22.6% | -25.6% | +48.3% | +25.5% |
| 6M | +38.8% | +0.5% | +38.3% | +36.1% |
| YTD | +95.5% | -23.1% | +118.5% | +98.9% |
| 1Y | +87.1% | -7.5% | +94.7% | +82.0% |
| All | +133.4% | +15.2% | +118.2% | +117.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling