+140.3%
PRKS vs SPY
+308.5%
-168.2%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.5% | -3.4% |
| 7D | +6.1% | +3.3% | +2.8% | +1.9% |
| 30D | +18.3% | -2.7% | +21.0% | +21.6% |
| 3M | -9.3% | -1.7% | -7.5% | -7.8% |
| 6M | +14.3% | +3.1% | +11.2% | +8.8% |
| YTD | +10.6% | +11.9% | -1.3% | -4.9% |
| 1Y | +19.5% | +12.0% | +7.5% | +2.6% |
| 3Y | -14.3% | +78.2% | -92.4% | -59.4% |
| 5Y | -36.7% | +73.2% | -110.0% | -68.3% |
| All | +140.3% | +308.5% | -168.2% | -51.5% |
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