+20.0%
PK vs SPY
+289.2%
-269.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | 0.0% |
| 7D | +2.7% | +2.6% | +0.1% | -0.9% |
| 30D | +6.7% | -2.0% | +8.7% | +10.0% |
| 3M | +9.3% | -2.8% | +12.1% | +13.8% |
| 6M | +54.7% | +2.1% | +52.5% | +49.3% |
| YTD | +63.7% | +11.5% | +52.2% | +39.2% |
| 1Y | +67.6% | +13.5% | +54.1% | +38.8% |
| 3Y | +73.9% | +77.7% | -3.8% | -24.9% |
| 5Y | +24.9% | +72.6% | -47.7% | -42.3% |
| All | +20.0% | +289.2% | -269.2% | -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