-46.2%
PYPG vs SPY
+46.8%
-93.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +5.6% |
| 7D | -12.0% | -2.0% | -10.0% | -7.8% |
| 30D | -21.4% | -1.7% | -19.8% | -18.0% |
| 3M | +55.3% | +4.7% | +50.6% | +38.7% |
| 6M | +20.4% | +12.5% | +7.9% | -9.6% |
| YTD | -35.7% | +11.7% | -47.4% | -49.9% |
| 1Y | -52.6% | +17.5% | -70.1% | -66.8% |
| All | -46.2% | +46.8% | -93.0% | -78.0% |
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 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