-73.1%
PAR vs SPY
+81.8%
-154.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.5% | -6.4% | -6.1% |
| 7D | -1.0% | +0.5% | -1.6% | -1.9% |
| 30D | +3.3% | -0.9% | +4.2% | +4.9% |
| 3M | +38.5% | +3.9% | +34.6% | +29.5% |
| 6M | -4.3% | +14.5% | -18.8% | -24.0% |
| YTD | -49.3% | +12.9% | -62.2% | -58.5% |
| 1Y | -61.7% | +19.4% | -81.0% | -71.4% |
| 3Y | -58.0% | +78.5% | -136.4% | -83.9% |
| 5Y | -73.1% | +81.8% | -154.9% | -89.1% |
| All | -73.1% | +81.8% | -154.9% | -89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling