-5.5%
PYPY vs SPY
+83.8%
-89.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.4% |
| 7D | -3.8% | -0.4% | -3.5% | -3.5% |
| 30D | -11.9% | -1.4% | -10.5% | -10.7% |
| 3M | +17.8% | +3.7% | +14.1% | +13.7% |
| 6M | +11.0% | +13.0% | -2.0% | -1.3% |
| YTD | -11.4% | +12.4% | -23.8% | -20.6% |
| 1Y | -24.0% | +18.5% | -42.6% | -35.1% |
| All | -5.5% | +83.8% | -89.3% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling