+21.8%
PYZ vs SPY
+72.1%
-50.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | +1.3% | +2.6% | -1.3% | -1.4% |
| 30D | -2.2% | -2.0% | -0.2% | 0.0% |
| 3M | -12.0% | -2.8% | -9.3% | -9.3% |
| 6M | -15.8% | +2.1% | -17.9% | -17.7% |
| YTD | +1.2% | +11.5% | -10.3% | -10.0% |
| 1Y | +8.2% | +13.5% | -5.2% | -5.4% |
| 3Y | +51.5% | +77.7% | -26.2% | -19.5% |
| All | +21.8% | +72.1% | -50.3% | -33.7% |
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