+564.1%
PKB vs SPY
+841.7%
-277.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.3% | -2.6% |
| 7D | +3.1% | -0.7% | +3.8% | +3.9% |
| 30D | -1.2% | -1.0% | -0.2% | -0.1% |
| 3M | -12.5% | -0.3% | -12.2% | -12.2% |
| 6M | -14.5% | +7.3% | -21.8% | -21.3% |
| YTD | -1.2% | +13.3% | -14.5% | -14.5% |
| 1Y | -3.5% | +14.8% | -18.3% | -17.7% |
| 3Y | +73.8% | +82.9% | -9.2% | -14.0% |
| 5Y | +80.1% | +75.6% | +4.5% | -6.0% |
| 10Y | +288.2% | +330.5% | -42.3% | -27.9% |
| All | +564.1% | +841.7% | -277.6% | -52.3% |
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