+154.3%
PSX vs ALK
+14.9%
+139.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.8% | +6.5% | +1.9% |
| 7D | +6.4% | +0.9% | +5.5% | +6.3% |
| 30D | -10.2% | +3.3% | -13.5% | -10.4% |
| 3M | +17.2% | -17.6% | +34.7% | +18.9% |
| 6M | +51.8% | +0.8% | +50.9% | +48.9% |
| YTD | +108.0% | -22.4% | +130.4% | +111.5% |
| 1Y | +96.1% | -10.1% | +106.2% | +92.3% |
| All | +154.3% | +14.9% | +139.4% | +138.7% |
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