+521.2%
PYZ vs SPY
+717.6%
-196.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.5% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | -0.4% | +0.1% | -0.5% | -0.5% |
| 3M | -4.6% | +2.0% | -6.6% | -6.7% |
| 6M | -2.3% | +13.0% | -15.3% | -14.7% |
| YTD | +13.9% | +13.5% | +0.3% | -1.1% |
| 1Y | +22.6% | +20.0% | +2.6% | +0.2% |
| 3Y | +50.4% | +77.2% | -26.8% | -21.4% |
| 5Y | +45.2% | +81.9% | -36.6% | -25.9% |
| 10Y | +138.3% | +314.1% | -175.7% | -52.1% |
| All | +521.2% | +717.6% | -196.4% | -38.2% |
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