+136.7%
PYZ vs SPY
+311.3%
-174.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.4% |
| 7D | +1.7% | +0.5% | +1.1% | +1.1% |
| 30D | -2.1% | -0.9% | -1.1% | -1.0% |
| 3M | -0.8% | +3.9% | -4.7% | -4.9% |
| 6M | +3.4% | +14.5% | -11.1% | -10.8% |
| YTD | +13.7% | +12.9% | +0.7% | -0.3% |
| 1Y | +20.1% | +19.4% | +0.7% | -0.7% |
| 3Y | +57.9% | +78.5% | -20.6% | -16.6% |
| 5Y | +49.1% | +81.8% | -32.7% | -22.5% |
| 10Y | +136.7% | +311.5% | -174.8% | -53.6% |
| All | +136.7% | +311.3% | -174.6% | -53.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling