+444.6%
PYZ vs SPY
+682.5%
-237.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.5% |
| 7D | -2.3% | -2.7% | +0.4% | +0.6% |
| 30D | -4.3% | -5.4% | +1.1% | +1.8% |
| 3M | -12.4% | -4.1% | -8.3% | -8.2% |
| 6M | -15.8% | +0.7% | -16.5% | -16.5% |
| YTD | -0.2% | +8.7% | -8.8% | -9.0% |
| 1Y | +11.2% | +10.9% | +0.3% | -0.8% |
| 3Y | +47.2% | +75.0% | -27.8% | -22.0% |
| 5Y | +21.4% | +67.8% | -46.4% | -32.2% |
| 10Y | +122.1% | +312.9% | -190.8% | -55.4% |
| All | +444.6% | +682.5% | -237.9% | -43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling