+1,091.2%
PSX vs ALK
+166.7%
+924.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -7.8% | +12.9% | -20.8% | -11.2% |
| 30D | -9.9% | +5.5% | -15.4% | -12.0% |
| 3M | +16.9% | -12.1% | +29.0% | +20.0% |
| 6M | +48.0% | +1.7% | +46.3% | +41.5% |
| YTD | +98.3% | -17.4% | +115.8% | +97.5% |
| 1Y | +86.2% | -1.9% | +88.1% | +73.7% |
| 3Y | +144.0% | +21.2% | +122.7% | +96.1% |
| 5Y | +287.7% | -27.8% | +315.5% | +264.3% |
| 10Y | +338.3% | -41.0% | +379.3% | +283.1% |
| All | +1,091.2% | +166.7% | +924.5% | +553.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling