-1.5%
BPYPN vs SPY
+147.3%
-148.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.5% |
| 7D | -1.0% | -2.0% | +1.0% | +0.6% |
| 30D | +0.3% | -1.7% | +1.9% | +1.6% |
| 3M | +1.5% | +4.7% | -3.2% | -2.6% |
| 6M | +3.5% | +12.5% | -9.0% | -6.8% |
| YTD | +10.6% | +11.7% | -1.1% | 0.0% |
| 1Y | +12.2% | +17.5% | -5.3% | -3.1% |
| 3Y | +45.2% | +76.6% | -31.4% | -17.1% |
| 5Y | -4.9% | +82.0% | -86.9% | -49.4% |
| All | -1.5% | +147.3% | -148.8% | -73.6% |
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