+129.6%
PARR vs SPY
+18.8%
+110.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.1% |
| 7D | +3.7% | -0.4% | +4.1% | +3.6% |
| 30D | +16.0% | -1.4% | +17.4% | +15.2% |
| 3M | +52.1% | +3.7% | +48.4% | +55.2% |
| 6M | +76.9% | +13.0% | +63.9% | +90.8% |
| YTD | +136.6% | +12.4% | +124.2% | +153.8% |
| 1Y | +129.6% | +18.5% | +111.1% | +152.8% |
| All | +129.6% | +18.8% | +110.9% | +152.8% |
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 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