+25.4%
BPYPP vs SPY
+202.9%
-177.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.4% |
| 7D | -1.2% | -0.4% | -0.8% | -1.0% |
| 30D | +1.1% | -1.4% | +2.4% | +2.0% |
| 3M | +5.7% | +3.7% | +1.9% | +3.0% |
| 6M | +8.1% | +13.0% | -4.9% | -0.5% |
| YTD | +17.6% | +12.4% | +5.2% | +8.5% |
| 1Y | +17.9% | +18.5% | -0.7% | +4.8% |
| 3Y | +50.1% | +77.6% | -27.6% | -1.4% |
| 5Y | +0.5% | +81.7% | -81.2% | -36.3% |
| All | +25.4% | +202.9% | -177.5% | -53.1% |
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 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