+24.0%
PYLD vs SPY
+80.9%
-56.9%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -1.1% | +2.6% | -3.7% | -1.3% |
| 30D | +0.4% | -2.0% | +2.4% | +0.5% |
| 3M | -1.8% | -2.8% | +0.9% | -1.6% |
| 6M | -0.6% | +2.1% | -2.7% | -0.8% |
| YTD | -0.1% | +11.5% | -11.6% | -1.0% |
| 1Y | +1.0% | +13.5% | -12.4% | 0.0% |
| 3Y | +24.5% | +77.7% | -53.2% | +14.9% |
| All | +24.0% | +80.9% | -56.9% | +13.8% |
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