+394.3%
PAR vs SPY
+3,091.8%
-2,697.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.9% |
| 7D | +3.2% | +0.1% | +3.1% | +3.1% |
| 30D | +12.2% | +0.1% | +12.2% | +12.2% |
| 3M | +36.3% | +2.0% | +34.3% | +34.2% |
| 6M | +5.9% | +13.0% | -7.1% | -3.3% |
| YTD | -45.5% | +13.5% | -59.1% | -50.2% |
| 1Y | -58.9% | +20.0% | -78.9% | -63.9% |
| 3Y | -56.3% | +77.2% | -133.4% | -70.0% |
| 5Y | -72.2% | +81.9% | -154.1% | -80.6% |
| 10Y | +279.5% | +314.1% | -34.6% | +82.8% |
| All | +394.3% | +3,091.8% | -2,697.5% | +7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling