+77.4%
PKG vs SPY
+79.8%
-2.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.7% |
| 7D | -0.9% | -2.0% | +1.1% | +0.5% |
| 30D | -9.7% | -1.7% | -8.1% | -8.6% |
| 3M | +8.0% | +4.7% | +3.3% | +4.3% |
| 6M | +6.3% | +12.5% | -6.2% | -2.5% |
| YTD | +14.1% | +11.7% | +2.4% | +5.1% |
| 1Y | +11.8% | +17.5% | -5.7% | -0.9% |
| 3Y | +71.5% | +76.6% | -5.1% | +12.1% |
| 5Y | +77.4% | +82.0% | -4.6% | +6.4% |
| All | +77.4% | +79.8% | -2.4% | +6.4% |
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