+3,873.5%
PKG vs SPY
+772.6%
+3,101.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.6% |
| 7D | -2.7% | -0.4% | -2.3% | -2.4% |
| 30D | -10.8% | -1.4% | -9.4% | -9.6% |
| 3M | +0.6% | +3.7% | -3.1% | -2.7% |
| 6M | +3.3% | +13.0% | -9.7% | -7.6% |
| YTD | +11.6% | +12.4% | -0.8% | +0.2% |
| 1Y | +8.8% | +18.5% | -9.7% | -7.0% |
| 3Y | +67.7% | +77.6% | -9.9% | -1.9% |
| 5Y | +73.6% | +81.7% | -8.1% | -1.9% |
| 10Y | +285.1% | +319.7% | -34.5% | -0.4% |
| All | +3,873.5% | +772.6% | +3,101.0% | +419.7% |
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