+775.1%
PKOH vs SPY
+3,067.3%
-2,292.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.7% |
| 3M | +36.6% | +3.9% | +32.8% | +31.0% |
| 6M | +83.7% | +13.6% | +70.1% | +59.4% |
| YTD | +124.6% | +12.7% | +111.9% | +96.6% |
| 1Y | +113.3% | +17.5% | +95.8% | +78.2% |
| 3Y | +175.2% | +76.9% | +98.3% | +45.9% |
| 5Y | +91.9% | +83.6% | +8.3% | -3.5% |
| 10Y | +63.2% | +320.7% | -257.4% | -66.1% |
| All | +775.1% | +3,067.3% | -2,292.3% | -36.4% |
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 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