+100.8%
PKOH vs SPY
+82.3%
+18.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +0.5% |
| 7D | -0.1% | -0.8% | +0.7% | +0.8% |
| 30D | -5.9% | -1.1% | -4.9% | -4.8% |
| 3M | +36.6% | +3.9% | +32.8% | +31.3% |
| 6M | +83.7% | +13.6% | +70.1% | +60.9% |
| YTD | +124.6% | +12.7% | +111.9% | +98.3% |
| 1Y | +113.3% | +17.5% | +95.8% | +80.5% |
| 3Y | +175.2% | +76.9% | +98.3% | +57.1% |
| All | +100.8% | +82.3% | +18.5% | +14.0% |
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