+36.2%
PRKS vs SPY
+498.1%
-461.9%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.3% | +5.3% | +5.3% |
| 7D | +29.8% | -2.7% | +32.5% | +33.2% |
| 30D | +22.0% | -5.4% | +27.4% | +29.5% |
| 3M | -9.6% | -4.1% | -5.6% | -5.7% |
| 6M | +11.8% | +0.7% | +11.1% | +9.8% |
| YTD | +10.2% | +8.7% | +1.5% | -1.1% |
| 1Y | +13.8% | +10.9% | +2.9% | -0.4% |
| 3Y | -15.3% | +75.0% | -90.3% | -56.9% |
| 5Y | -42.0% | +67.8% | -109.8% | -68.3% |
| 10Y | +183.6% | +312.9% | -129.2% | -32.9% |
| All | +36.2% | +498.1% | -461.9% | -75.7% |
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