+247.0%
PAR vs SPY
+312.5%
-65.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.3% |
| 7D | -5.8% | -0.4% | -5.5% | -5.3% |
| 30D | -3.0% | -1.4% | -1.6% | -0.9% |
| 3M | +30.5% | +3.7% | +26.8% | +23.0% |
| 6M | -3.4% | +13.0% | -16.4% | -20.2% |
| YTD | -51.3% | +12.4% | -63.7% | -59.2% |
| 1Y | -62.3% | +18.5% | -80.8% | -70.9% |
| 3Y | -59.6% | +77.6% | -137.3% | -82.6% |
| 5Y | -74.5% | +81.7% | -156.2% | -88.9% |
| 10Y | +247.0% | +319.7% | -72.7% | -28.3% |
| All | +247.0% | +312.5% | -65.6% | -28.3% |
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