-21.0%
PYPY vs SPY
+20.8%
-41.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.3% |
| 7D | +3.7% | +0.1% | +3.6% | +3.6% |
| 30D | -6.9% | +0.1% | -6.9% | -6.9% |
| 3M | +20.3% | +2.0% | +18.3% | +18.4% |
| 6M | +15.2% | +13.0% | +2.2% | +1.8% |
| YTD | -7.1% | +13.5% | -20.6% | -18.0% |
| 1Y | -21.0% | +20.0% | -41.0% | -32.4% |
| All | -21.0% | +20.8% | -41.9% | -32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling