+4.3%
PUK vs SPY
+322.5%
-318.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -1.4% |
| 7D | -3.9% | -0.8% | -3.1% | -2.9% |
| 30D | -3.0% | -1.1% | -1.9% | -1.7% |
| 3M | +2.5% | +3.9% | -1.4% | -2.5% |
| 6M | -9.3% | +13.6% | -23.0% | -22.8% |
| YTD | -13.1% | +12.7% | -25.8% | -25.1% |
| 1Y | -3.6% | +17.5% | -21.1% | -21.4% |
| 3Y | +24.0% | +76.9% | -52.9% | -41.6% |
| 5Y | -28.7% | +83.6% | -112.3% | -67.8% |
| All | +4.3% | +322.5% | -318.2% | -84.8% |
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