-31.0%
PAR vs SPY
+78.0%
-109.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.4% | +3.8% | +2.8% |
| 7D | +21.1% | +0.1% | +21.0% | +20.6% |
| 30D | +40.6% | -3.3% | +43.9% | +46.9% |
| 3M | +22.5% | -2.4% | +24.9% | +26.2% |
| 6M | +51.5% | +2.6% | +48.9% | +44.5% |
| YTD | -39.9% | +11.2% | -51.1% | -49.1% |
| 1Y | -43.6% | +13.4% | -57.0% | -53.5% |
| 3Y | -31.0% | +79.9% | -110.9% | -81.1% |
| All | -31.0% | +78.0% | -109.0% | -81.1% |
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 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