+302.5%
PSX vs ALK
-31.3%
+333.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.2% | +0.9% |
| 7D | +7.8% | -1.2% | +9.0% | +7.9% |
| 30D | -10.9% | +7.7% | -18.6% | -12.0% |
| 3M | +14.5% | -19.0% | +33.5% | +17.3% |
| 6M | +56.1% | -0.2% | +56.3% | +52.5% |
| YTD | +109.6% | -23.5% | +133.1% | +113.2% |
| 1Y | +95.5% | -9.1% | +104.6% | +90.1% |
| 3Y | +156.2% | +12.0% | +144.2% | +126.2% |
| All | +302.5% | -31.3% | +333.9% | +294.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling