+642.9%
PKW vs SPY
+669.8%
-26.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.4% |
| 7D | -0.6% | +0.5% | -1.2% | -1.1% |
| 30D | +0.9% | -0.9% | +1.9% | +1.8% |
| 3M | +9.7% | +3.9% | +5.8% | +5.7% |
| 6M | +12.3% | +14.5% | -2.2% | -1.2% |
| YTD | +12.6% | +12.9% | -0.4% | +0.3% |
| 1Y | +15.8% | +19.4% | -3.5% | -2.0% |
| 3Y | +67.7% | +78.5% | -10.7% | -2.8% |
| 5Y | +69.9% | +81.8% | -11.9% | -3.5% |
| 10Y | +255.2% | +311.5% | -56.3% | -1.7% |
| All | +642.9% | +669.8% | -26.8% | +21.2% |
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