+1,673.9%
PRK vs SPY
+2,954.7%
-1,280.8%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.8% |
| 7D | +0.8% | -2.7% | +3.5% | +3.2% |
| 30D | +0.5% | -5.4% | +5.9% | +5.4% |
| 3M | -13.4% | -4.1% | -9.3% | -10.3% |
| 6M | +2.5% | +0.7% | +1.8% | +1.2% |
| YTD | +18.4% | +8.7% | +9.8% | +8.9% |
| 1Y | +18.8% | +10.9% | +7.9% | +7.1% |
| 3Y | +80.8% | +75.0% | +5.8% | +8.0% |
| 5Y | +52.8% | +67.8% | -15.0% | -6.4% |
| 10Y | +169.1% | +312.9% | -143.7% | -27.9% |
| All | +1,673.9% | +2,954.7% | -1,280.8% | +134.4% |
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