+108.2%
PARK vs SPY
+13.9%
+94.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.5% | +4.2% |
| 7D | +3.4% | -0.7% | +4.2% | +3.7% |
| 30D | +1.2% | -1.0% | +2.2% | +1.7% |
| 3M | +15.4% | -0.3% | +15.7% | +15.6% |
| 6M | +20.7% | +7.3% | +13.3% | +14.7% |
| YTD | +44.6% | +13.3% | +31.3% | +33.9% |
| All | +108.2% | +13.9% | +94.4% | +93.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling