+163.5%
PRKS vs SPY
+315.0%
-151.5%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.4% | +5.7% | +5.0% |
| 7D | +29.7% | +0.1% | +29.6% | +28.8% |
| 30D | +32.3% | -3.3% | +35.6% | +37.2% |
| 3M | -4.0% | -2.4% | -1.6% | -1.6% |
| 6M | +10.2% | +2.6% | +7.6% | +5.6% |
| YTD | +19.0% | +11.2% | +7.8% | +3.1% |
| 1Y | +17.4% | +13.4% | +4.0% | -1.0% |
| 3Y | -5.5% | +79.9% | -85.4% | -55.9% |
| 5Y | -34.9% | +72.2% | -107.1% | -67.2% |
| 10Y | +163.5% | +307.3% | -143.9% | -46.4% |
| All | +163.5% | +315.0% | -151.5% | -46.4% |
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 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