+93.6%
PKBK vs SPY
+82.0%
+11.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | +1.1% | +0.1% | +1.1% | +1.1% |
| 3M | +12.8% | +2.0% | +10.8% | +11.3% |
| 6M | +25.0% | +13.0% | +12.0% | +16.3% |
| YTD | +40.8% | +13.5% | +27.3% | +30.7% |
| 1Y | +58.5% | +20.0% | +38.5% | +42.4% |
| 3Y | +120.9% | +77.2% | +43.7% | +60.8% |
| All | +93.6% | +82.0% | +11.6% | +36.9% |
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