+1,203.1%
PKBK vs SPY
+1,079.7%
+123.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.6% |
| 6M | +25.0% | +13.0% | +12.0% | +17.9% |
| YTD | +40.8% | +13.5% | +27.3% | +32.5% |
| 1Y | +58.5% | +20.0% | +38.5% | +45.3% |
| 3Y | +120.9% | +77.2% | +43.7% | +69.5% |
| 5Y | +96.2% | +81.9% | +14.3% | +47.5% |
| 10Y | +297.3% | +314.1% | -16.8% | +129.2% |
| All | +1,203.1% | +1,079.7% | +123.3% | +454.3% |
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