+144.0%
PUK vs SPY
+729.7%
-585.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.3% |
| 7D | +3.3% | +2.6% | +0.7% | -0.4% |
| 30D | +7.4% | -2.0% | +9.4% | +10.4% |
| 3M | -7.2% | -2.8% | -4.5% | -3.6% |
| 6M | -18.5% | +2.1% | -20.6% | -21.2% |
| YTD | -16.2% | +11.5% | -27.7% | -28.1% |
| 1Y | -9.0% | +13.5% | -22.5% | -23.9% |
| 3Y | +23.4% | +77.7% | -54.3% | -46.9% |
| 5Y | -30.8% | +72.6% | -103.5% | -68.9% |
| 10Y | -0.2% | +308.2% | -308.3% | -86.9% |
| All | +144.0% | +729.7% | -585.7% | -89.1% |
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