+20.6%
PK vs SPY
+290.6%
-270.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.6% |
| 7D | +4.5% | +3.3% | +1.2% | -0.2% |
| 30D | +4.2% | -2.7% | +6.9% | +8.6% |
| 3M | +11.2% | -1.7% | +13.0% | +14.0% |
| 6M | +53.2% | +3.1% | +50.1% | +45.9% |
| YTD | +64.5% | +11.9% | +52.6% | +39.1% |
| 1Y | +64.4% | +12.0% | +52.4% | +38.8% |
| 3Y | +74.7% | +78.2% | -3.4% | -24.8% |
| 5Y | +25.5% | +73.2% | -47.8% | -42.3% |
| All | +20.6% | +290.6% | -270.0% | -79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling