Pyret started its life as a #lang, which was delightful as a prototyping tool.
The demands of running with reasonable performance in a browser led us to switch to a direct-to-JS approach, and we haven't looked back since. The original Pyret-to-JS compiler has been up and running for around a year now; we're still learning how to improve and tune its performance, but it's proven quite robust.
No macros are planned, though it's not set in stone that they'll never happen. Just not a priority, and not something that Pyret's use in classrooms has caused huge demand for.
Pyret does indeed have a number of Racket's good ideas in it (especially from the teaching languages, and especially with respect to testing), along with a few new ones. However, I'd like to temper the comment "most of the good and advanced parts of Racket..." A number of Racket's advanced features, for example #lang and powerful macros, the super-expressive class/mixin/trait system, and OS-level resource management, aren't things that Pyret handles right now, and won't come right away.
Pyret's development will continue to be driven by classroom usage and curricular demands first, so it eschews, for example, the "everything should be in the language" part of Racket's manifesto. That's just a case of differing goals, which means that if you're, say, prototyping a new language from scratch, it will likely always be a safe bet to do it in Racket rather than in Pyret. (But if you're prototyping an algorithm over algebraic datatypes and want a web-based editor to try it out, just hop on over to https://code.pyret.org/editor and dive in.)
As a note on where we're maturing to, Pyret will accommodate gradual typing to mix static and dynamic checking of annotations, which is an area of active development, and something that Typed Racket is pioneering. Another thing we're thinking hard about is native JavaScript interop, to bring the lovely libraries of the Web to Pyret programmers, without forcing beginners to grok the intricacies of JS and the browser's evaluation model.