+163.0%
PUK vs SPY
+745.0%
-582.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.6% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | -0.7% | +0.1% | -0.8% | -0.8% |
| 3M | +6.3% | +2.0% | +4.3% | +3.2% |
| 6M | -6.0% | +13.0% | -19.0% | -20.9% |
| YTD | -9.6% | +13.5% | -23.2% | -24.3% |
| 1Y | +7.0% | +20.0% | -13.0% | -17.4% |
| 3Y | +18.9% | +77.2% | -58.3% | -48.5% |
| 5Y | -29.4% | +81.9% | -111.3% | -70.5% |
| 10Y | +7.3% | +314.1% | -306.7% | -86.1% |
| All | +163.0% | +745.0% | -582.0% | -88.5% |
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