+35.8%
PK vs SPY
+21.3%
+14.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.9% |
| 7D | -4.0% | +0.3% | -4.3% | -4.2% |
| 30D | +0.5% | +0.2% | +0.3% | +0.3% |
| 3M | +13.5% | +2.8% | +10.7% | +10.9% |
| 6M | +40.9% | +14.3% | +26.7% | +23.6% |
| YTD | +50.2% | +14.0% | +36.3% | +31.7% |
| All | +35.8% | +21.3% | +14.5% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling