-18.5%
PRKS vs SPY
+82.8%
-101.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.1% |
| 7D | -4.8% | +0.1% | -4.9% | -4.9% |
| 30D | -12.2% | +0.1% | -12.2% | -12.2% |
| 3M | -0.8% | +2.0% | -2.8% | -3.6% |
| 6M | +18.4% | +13.0% | +5.4% | +0.8% |
| YTD | +11.4% | +13.5% | -2.1% | -5.8% |
| 1Y | -25.6% | +20.0% | -45.5% | -41.2% |
| 3Y | -18.2% | +77.2% | -95.4% | -61.7% |
| All | -18.5% | +82.8% | -101.3% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling