+313.0%
PAR vs SPY
+304.1%
+8.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.8% |
| 7D | +23.0% | -0.6% | +23.6% | +23.8% |
| 30D | +43.8% | -3.7% | +47.5% | +51.3% |
| 3M | +22.5% | -2.7% | +25.3% | +27.2% |
| 6M | +54.9% | +2.2% | +52.7% | +48.5% |
| YTD | -38.5% | +10.8% | -49.4% | -47.7% |
| 1Y | -42.4% | +11.2% | -53.6% | -51.2% |
| 3Y | -35.4% | +76.5% | -111.9% | -72.4% |
| 5Y | -67.1% | +72.9% | -140.0% | -84.8% |
| 10Y | +313.0% | +304.8% | +8.1% | +7.5% |
| All | +313.0% | +304.1% | +8.9% | +7.5% |
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 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