+243.9%
PKBK vs SPY
+315.0%
-71.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.3% | -0.9% |
| 7D | -1.2% | +0.1% | -1.3% | -1.4% |
| 30D | +2.4% | -3.3% | +5.7% | +5.2% |
| 3M | -3.6% | -2.4% | -1.2% | -1.8% |
| 6M | +8.8% | +2.6% | +6.2% | +5.9% |
| YTD | +35.0% | +11.2% | +23.8% | +22.4% |
| 1Y | +55.8% | +13.4% | +42.4% | +38.7% |
| 3Y | +114.9% | +79.9% | +35.0% | +26.0% |
| 5Y | +73.2% | +72.2% | +1.1% | +4.0% |
| 10Y | +243.9% | +307.3% | -63.4% | -1.3% |
| All | +243.9% | +315.0% | -71.1% | -1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling