+2,509.6%
PKE vs SPY
+3,034.0%
-524.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.2% |
| 7D | +4.1% | +2.6% | +1.5% | +1.7% |
| 30D | -7.6% | -2.0% | -5.6% | -5.7% |
| 3M | -34.5% | -2.8% | -31.7% | -32.7% |
| 6M | -28.2% | +2.1% | -30.4% | -29.5% |
| YTD | +16.1% | +11.5% | +4.6% | +5.2% |
| 1Y | +29.9% | +13.5% | +16.4% | +15.9% |
| 3Y | +78.3% | +77.7% | +0.6% | +3.9% |
| 5Y | +113.7% | +72.6% | +41.1% | +24.6% |
| 10Y | +191.7% | +308.2% | -116.4% | -30.0% |
| All | +2,509.6% | +3,034.0% | -524.4% | +41.6% |
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