+3,240.9%
PKE vs SPY
+3,091.8%
+149.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.9% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | -17.2% | +0.1% | -17.3% | -17.3% |
| 3M | -4.7% | +2.0% | -6.7% | -6.3% |
| 6M | +8.0% | +13.0% | -5.0% | -3.3% |
| YTD | +48.6% | +13.5% | +35.0% | +32.4% |
| 1Y | +64.0% | +20.0% | +44.1% | +39.2% |
| 3Y | +149.6% | +77.2% | +72.4% | +45.4% |
| 5Y | +173.9% | +81.9% | +92.0% | +51.6% |
| 10Y | +288.4% | +314.1% | -25.7% | -8.0% |
| All | +3,240.9% | +3,091.8% | +149.2% | +78.1% |
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