+1,149.7%
PKBK vs SPY
+1,055.8%
+93.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.3% | -0.1% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | +2.4% | -3.3% | +5.7% | +4.0% |
| 3M | -3.6% | -2.4% | -1.2% | -2.6% |
| 6M | +8.8% | +2.6% | +6.2% | +7.3% |
| YTD | +35.0% | +11.2% | +23.8% | +28.2% |
| 1Y | +55.8% | +13.4% | +42.4% | +46.5% |
| 3Y | +114.9% | +79.9% | +35.0% | +63.7% |
| 5Y | +73.2% | +72.2% | +1.1% | +33.5% |
| 10Y | +243.9% | +307.3% | -63.4% | +100.0% |
| All | +1,149.7% | +1,055.8% | +93.9% | +436.2% |
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