+38.1%
PKX vs SPY
+322.5%
-284.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.3% |
| 7D | +0.3% | -0.8% | +1.1% | +1.1% |
| 30D | +10.2% | -1.1% | +11.3% | +11.5% |
| 3M | +2.9% | +3.9% | -0.9% | -0.7% |
| 6M | +5.8% | +13.6% | -7.8% | -6.4% |
| YTD | +18.3% | +12.7% | +5.6% | +5.3% |
| 1Y | +23.0% | +17.5% | +5.5% | +5.0% |
| 3Y | -38.0% | +76.9% | -114.9% | -65.5% |
| 5Y | -8.4% | +83.6% | -91.9% | -51.3% |
| All | +38.1% | +322.5% | -284.4% | -72.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling