-56.2%
PAR vs SPY
+80.4%
-136.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +5.2% |
| 7D | +3.2% | +0.1% | +3.1% | +3.0% |
| 30D | +12.2% | +0.1% | +12.2% | +12.1% |
| 3M | +36.3% | +2.0% | +34.3% | +31.7% |
| 6M | +5.9% | +13.0% | -7.1% | -13.4% |
| YTD | -45.5% | +13.5% | -59.1% | -55.4% |
| 1Y | -58.9% | +20.0% | -78.9% | -69.3% |
| All | -56.2% | +80.4% | -136.6% | -87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling