There is dispute about his year of birth, but it is likely that he was born in 1867 on the island of Andros, Greece. It is suggested that he was born "Pericles" Pantages but changed it to "Alexander" when he heard about Alexander the Great. In a personal correspondence between Rodney Pantages, son of Alexander, and Arthur Dean Tarrach, Pantages's biographer, this claim is denied. At the age of nine he ran away while with his father on a business trip in Cairo, Egypt. He then went to sea and spent the next two years working as a deck hand. He arrived in the United States in the early 1880s. His ties to his homeland seem mercurial; he never set foot in Greece again although he did assist his relatives financially and even brought his brother, Nicholas, to live in the United States. He used to call himself "King Greek", perhaps in emulation of Louis B. Mayer's "Super Jew".