-99.1%
PYPD vs SPY
+171.7%
-270.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.7% |
| 7D | 0.0% | +0.5% | -0.5% | -0.4% |
| 30D | +10.1% | -0.9% | +11.1% | +10.8% |
| 3M | +15.4% | +3.9% | +11.5% | +12.0% |
| 6M | +27.2% | +14.5% | +12.7% | +15.7% |
| YTD | +22.8% | +12.9% | +9.9% | +12.8% |
| 1Y | +54.0% | +19.4% | +34.7% | +36.6% |
| 3Y | -40.8% | +78.5% | -119.2% | -62.1% |
| 5Y | -97.8% | +81.8% | -179.6% | -98.7% |
| All | -99.1% | +171.7% | -270.7% | -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 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