+0.5%
BPYPM vs SPY
+85.3%
-84.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.1% | -0.2% |
| 7D | -2.6% | -0.9% | -1.7% | -2.3% |
| 30D | -3.2% | -2.4% | -0.9% | -2.4% |
| 3M | -2.4% | -1.2% | -1.3% | -2.1% |
| 6M | -4.4% | +3.3% | -7.7% | -5.6% |
| YTD | +7.3% | +12.3% | -4.9% | +2.6% |
| 1Y | +9.4% | +12.4% | -3.1% | +4.4% |
| 3Y | +60.0% | +78.8% | -18.8% | +24.1% |
| 5Y | 0.0% | +75.2% | -75.2% | -24.4% |
| All | +0.5% | +85.3% | -84.8% | -24.8% |
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