+107.7%
PKBK vs SPY
+78.1%
+29.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.4% |
| 7D | -0.2% | +2.6% | -2.8% | -1.8% |
| 30D | +0.5% | -2.0% | +2.5% | +1.6% |
| 3M | -6.8% | -2.8% | -4.0% | -5.3% |
| 6M | +9.6% | +2.1% | +7.5% | +7.8% |
| YTD | +33.4% | +11.5% | +21.9% | +23.5% |
| 1Y | +52.1% | +13.5% | +38.7% | +39.2% |
| 3Y | +107.7% | +77.7% | +30.0% | +12.1% |
| All | +107.7% | +78.1% | +29.6% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling