+221.9%
PRKS vs SPY
+312.5%
-90.6%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.6% | -4.5% |
| 7D | -5.0% | -0.4% | -4.6% | -4.6% |
| 30D | -11.8% | -1.4% | -10.4% | -10.2% |
| 3M | -12.8% | +3.7% | -16.5% | -16.9% |
| 6M | +13.4% | +13.0% | +0.4% | -3.0% |
| YTD | +6.9% | +12.4% | -5.5% | -7.9% |
| 1Y | -25.3% | +18.5% | -43.8% | -39.7% |
| 3Y | -20.2% | +77.6% | -97.8% | -61.6% |
| 5Y | -23.9% | +81.7% | -105.6% | -63.8% |
| 10Y | +221.9% | +319.7% | -97.7% | -31.0% |
| All | +221.9% | +312.5% | -90.6% | -31.0% |
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