+24.7%
PYLD vs SPY
+81.3%
-56.6%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -0.9% | -2.0% | +1.1% | -0.7% |
| 30D | -0.8% | -1.7% | +0.8% | -0.7% |
| 3M | -0.2% | +4.7% | -4.9% | -0.6% |
| 6M | +0.1% | +12.5% | -12.4% | -0.8% |
| YTD | +0.5% | +11.7% | -11.2% | -0.4% |
| 1Y | +2.5% | +17.5% | -14.9% | +1.2% |
| 3Y | +24.6% | +76.6% | -52.0% | +15.2% |
| All | +24.7% | +81.3% | -56.6% | +14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling