+521.8%
PARR vs SPY
+312.5%
+209.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.8% |
| 7D | +3.7% | -0.4% | +4.1% | +4.1% |
| 30D | +16.0% | -1.4% | +17.4% | +17.8% |
| 3M | +52.1% | +3.7% | +48.4% | +45.6% |
| 6M | +76.9% | +13.0% | +63.9% | +51.6% |
| YTD | +136.6% | +12.4% | +124.2% | +103.4% |
| 1Y | +129.6% | +18.5% | +111.1% | +85.8% |
| 3Y | +126.0% | +77.6% | +48.3% | +11.8% |
| 5Y | +458.3% | +81.7% | +376.6% | +167.4% |
| 10Y | +521.8% | +319.7% | +202.1% | +45.5% |
| All | +521.8% | +312.5% | +209.3% | +45.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling