+8.1%
BPYPM vs SPY
+81.0%
-72.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -0.9% | -0.4% | -0.6% | -0.8% |
| 30D | +7.6% | -1.4% | +9.0% | +8.2% |
| 3M | +2.8% | +3.7% | -0.9% | +1.3% |
| 6M | +14.4% | +13.0% | +1.4% | +9.2% |
| YTD | +17.2% | +12.4% | +4.8% | +11.9% |
| 1Y | +16.9% | +18.5% | -1.6% | +9.3% |
| 3Y | +60.4% | +77.6% | -17.3% | +24.7% |
| 5Y | +8.1% | +81.7% | -73.6% | -19.1% |
| All | +8.1% | +81.0% | -72.9% | -19.1% |
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