+1,145.1%
PKBK vs SPY
+1,051.5%
+93.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -0.2% | -0.6% | +0.4% | 0.0% |
| 30D | +2.0% | -3.7% | +5.7% | +3.8% |
| 3M | -3.6% | -2.7% | -0.8% | -2.4% |
| 6M | +8.4% | +2.2% | +6.2% | +7.1% |
| YTD | +34.6% | +10.8% | +23.7% | +27.9% |
| 1Y | +54.0% | +11.2% | +42.7% | +46.1% |
| 3Y | +108.9% | +76.5% | +32.5% | +60.5% |
| 5Y | +73.8% | +72.9% | +0.9% | +33.7% |
| 10Y | +234.3% | +304.8% | -70.5% | +94.9% |
| All | +1,145.1% | +1,051.5% | +93.6% | +435.2% |
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