-4.4%
PYPY vs SPY
+82.7%
-87.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.8% |
| 7D | -5.1% | -2.0% | -3.1% | -3.3% |
| 30D | -11.0% | -1.7% | -9.4% | -9.6% |
| 3M | +21.3% | +4.7% | +16.5% | +16.0% |
| 6M | +14.8% | +12.5% | +2.3% | +2.4% |
| YTD | -10.3% | +11.7% | -22.0% | -19.2% |
| 1Y | -20.9% | +17.5% | -38.4% | -31.9% |
| All | -4.4% | +82.7% | -87.0% | -52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling