+457.5%
PAR vs SPY
+3,015.5%
-2,558.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.5% |
| 7D | +23.0% | -0.6% | +23.6% | +23.5% |
| 30D | +43.8% | -3.7% | +47.5% | +47.6% |
| 3M | +22.5% | -2.7% | +25.3% | +25.0% |
| 6M | +54.9% | +2.2% | +52.7% | +52.2% |
| YTD | -38.5% | +10.8% | -49.4% | -42.9% |
| 1Y | -42.4% | +11.2% | -53.6% | -46.5% |
| 3Y | -35.4% | +76.5% | -111.9% | -55.8% |
| 5Y | -67.1% | +72.9% | -140.0% | -76.3% |
| 10Y | +313.0% | +304.8% | +8.1% | +102.1% |
| All | +457.5% | +3,015.5% | -2,558.0% | +22.9% |
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