+106.7%
PARK vs SPY
+12.4%
+94.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.7% |
| 7D | +5.2% | +3.3% | +1.9% | +3.0% |
| 30D | +8.2% | -2.7% | +10.9% | +9.8% |
| 3M | +1.4% | -1.7% | +3.2% | +2.6% |
| 6M | +11.8% | +3.1% | +8.7% | +9.4% |
| YTD | +43.6% | +11.9% | +31.7% | +34.0% |
| All | +106.7% | +12.4% | +94.3% | +93.8% |
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