+24.2%
PYLD vs SPY
+81.5%
-57.3%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.9% | +3.3% | -4.2% | -1.2% |
| 30D | +0.6% | -2.7% | +3.3% | +0.8% |
| 3M | -1.3% | -1.7% | +0.4% | -1.2% |
| 6M | -0.4% | +3.1% | -3.5% | -0.7% |
| YTD | +0.1% | +11.9% | -11.8% | -0.9% |
| 1Y | +1.0% | +12.0% | -11.0% | 0.0% |
| 3Y | +25.0% | +78.2% | -53.2% | +15.3% |
| All | +24.2% | +81.5% | -57.3% | +14.0% |
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