+607.9%
PKB vs SPY
+843.5%
-235.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.7% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -7.5% | +0.1% | -7.5% | -7.5% |
| 3M | -7.7% | +2.0% | -9.7% | -9.8% |
| 6M | -8.0% | +13.0% | -21.0% | -20.1% |
| YTD | +5.3% | +13.5% | -8.2% | -9.1% |
| 1Y | +5.6% | +20.0% | -14.4% | -14.4% |
| 3Y | +73.4% | +77.2% | -3.8% | -10.8% |
| 5Y | +92.5% | +81.9% | +10.6% | -3.6% |
| 10Y | +281.0% | +314.1% | -33.0% | -25.8% |
| All | +607.9% | +843.5% | -235.6% | -49.2% |
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