-99.1%
PYPD vs SPY
+173.2%
-272.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.5% |
| 7D | +6.3% | +0.1% | +6.2% | +6.2% |
| 30D | +17.2% | +0.1% | +17.1% | +17.1% |
| 3M | +11.6% | +2.0% | +9.6% | +9.9% |
| 6M | +26.8% | +13.0% | +13.8% | +16.4% |
| YTD | +24.2% | +13.5% | +10.6% | +13.7% |
| 1Y | +58.5% | +20.0% | +38.6% | +40.1% |
| 3Y | -40.1% | +77.2% | -117.3% | -61.4% |
| 5Y | -97.9% | +81.9% | -179.8% | -98.7% |
| All | -99.1% | +173.2% | -272.2% | -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 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