+61.4%
PARR vs SPY
+13.0%
+48.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.3% | +4.9% | +6.8% |
| 7D | +2.2% | -0.9% | +3.1% | +1.5% |
| 30D | -14.4% | -2.4% | -12.0% | -15.8% |
| 3M | -5.7% | -1.2% | -4.5% | -6.6% |
| 6M | +10.4% | +3.3% | +7.1% | +14.3% |
| YTD | +102.6% | +12.3% | +90.3% | +132.1% |
| 1Y | +61.4% | +12.4% | +49.0% | +85.4% |
| All | +61.4% | +13.0% | +48.5% | +85.4% |
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