+104.7%
PARK vs SPY
+13.0%
+91.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.4% | +4.2% |
| 7D | +1.1% | -0.4% | +1.5% | +1.3% |
| 30D | -3.4% | -1.4% | -2.0% | -2.5% |
| 3M | +17.4% | +3.7% | +13.7% | +15.2% |
| 6M | +12.8% | +13.0% | -0.2% | +1.5% |
| YTD | +42.1% | +12.4% | +29.7% | +32.3% |
| All | +104.7% | +13.0% | +91.7% | +91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling