+184.0%
PKE vs SPY
+79.8%
+104.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.0% |
| 7D | -0.3% | -2.0% | +1.7% | +1.2% |
| 30D | -18.0% | -1.7% | -16.4% | -17.0% |
| 3M | -8.3% | +4.7% | -13.0% | -11.2% |
| 6M | +13.7% | +12.5% | +1.2% | +4.9% |
| YTD | +45.9% | +11.7% | +34.2% | +35.1% |
| 1Y | +64.8% | +17.5% | +47.3% | +47.9% |
| 3Y | +153.2% | +76.6% | +76.6% | +77.7% |
| 5Y | +184.0% | +82.0% | +102.0% | +91.9% |
| All | +184.0% | +79.8% | +104.2% | +91.9% |
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