+13,453.3%
PARR vs SPY
+596.0%
+12,857.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | +3.1% | +0.1% | +3.0% | +3.0% |
| 30D | +16.3% | +0.1% | +16.3% | +16.3% |
| 3M | +46.4% | +2.0% | +44.4% | +42.4% |
| 6M | +63.7% | +13.0% | +50.7% | +39.6% |
| YTD | +131.4% | +13.5% | +117.9% | +95.9% |
| 1Y | +138.1% | +20.0% | +118.1% | +88.9% |
| 3Y | +128.0% | +77.2% | +50.9% | +11.7% |
| 5Y | +435.4% | +81.9% | +353.5% | +152.4% |
| 10Y | +542.8% | +314.1% | +228.8% | +19.2% |
| All | +13,453.3% | +596.0% | +12,857.4% | +106.7% |
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