+67.0%
PKB vs SPY
+67.0%
0.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.4% | -1.9% | -1.1% |
| 7D | -5.7% | -4.7% | -1.0% | -0.2% |
| 30D | -9.6% | -5.9% | -3.7% | -2.9% |
| 3M | -18.6% | -4.5% | -14.1% | -14.0% |
| 6M | -21.4% | +1.8% | -23.2% | -22.9% |
| YTD | -7.4% | +8.3% | -15.7% | -15.3% |
| 1Y | -10.8% | +9.3% | -20.1% | -19.2% |
| 3Y | +62.8% | +74.9% | -12.0% | -13.3% |
| 5Y | +67.0% | +67.3% | -0.3% | -5.4% |
| All | +67.0% | +67.0% | 0.0% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling