+391.6%
PARR vs SPY
+311.8%
+79.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.3% | +4.9% | +4.8% |
| 7D | +2.2% | -0.9% | +3.1% | +3.1% |
| 30D | -14.4% | -2.4% | -12.0% | -12.4% |
| 3M | -5.7% | -1.2% | -4.5% | -4.8% |
| 6M | +10.4% | +3.3% | +7.1% | +5.4% |
| YTD | +102.6% | +12.3% | +90.3% | +73.5% |
| 1Y | +61.4% | +12.4% | +49.0% | +37.8% |
| 3Y | +116.6% | +78.8% | +37.7% | +5.8% |
| 5Y | +361.9% | +75.2% | +286.7% | +130.4% |
| 10Y | +391.6% | +311.1% | +80.5% | +16.5% |
| All | +391.6% | +311.8% | +79.8% | +16.5% |
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