+456.5%
PAR vs SPY
+3,056.6%
-2,600.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -1.1% |
| 7D | +17.2% | -0.9% | +18.1% | +17.8% |
| 30D | +40.6% | -2.4% | +43.0% | +42.9% |
| 3M | +27.7% | -1.2% | +28.9% | +28.7% |
| 6M | +44.6% | +3.3% | +41.3% | +41.0% |
| YTD | -38.6% | +12.3% | -50.9% | -43.5% |
| 1Y | -42.9% | +12.4% | -55.3% | -47.4% |
| 3Y | -35.5% | +78.8% | -114.3% | -56.3% |
| 5Y | -66.2% | +75.2% | -141.3% | -75.9% |
| 10Y | +306.2% | +311.1% | -4.9% | +96.7% |
| All | +456.5% | +3,056.6% | -2,600.1% | +21.5% |
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