+345.2%
PAR vs SPY
+309.9%
+35.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -2.1% |
| 7D | +17.2% | -0.9% | +18.1% | +18.4% |
| 30D | +40.6% | -2.4% | +43.0% | +45.0% |
| 3M | +27.7% | -1.2% | +28.9% | +29.3% |
| 6M | +44.6% | +3.3% | +41.3% | +36.4% |
| YTD | -38.6% | +12.3% | -50.9% | -48.8% |
| 1Y | -42.9% | +12.4% | -55.3% | -52.4% |
| 3Y | -35.5% | +78.8% | -114.3% | -73.0% |
| 5Y | -66.2% | +75.2% | -141.3% | -84.6% |
| All | +345.2% | +309.9% | +35.3% | +12.7% |
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