-99.1%
PYPD vs SPY
+170.4%
-269.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -2.0% | -2.1% |
| 7D | -1.9% | -0.4% | -1.5% | -1.7% |
| 30D | +9.0% | -1.4% | +10.4% | +10.0% |
| 3M | +13.8% | +3.7% | +10.1% | +10.6% |
| 6M | +24.4% | +13.0% | +11.4% | +14.2% |
| YTD | +19.8% | +12.4% | +7.4% | +10.4% |
| 1Y | +49.0% | +18.5% | +30.5% | +32.7% |
| 3Y | -42.2% | +77.6% | -119.8% | -63.0% |
| 5Y | -97.9% | +81.7% | -179.5% | -98.7% |
| All | -99.1% | +170.4% | -269.5% | -99.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling