-25.7%
PYPL vs SE
+569.0%
-594.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -0.8% |
| 7D | -4.3% | -3.6% | -0.7% | -3.4% |
| 30D | -11.5% | -5.3% | -6.2% | -10.7% |
| 3M | +26.1% | +28.1% | -1.9% | +16.4% |
| 6M | +13.7% | +20.7% | -7.0% | +6.0% |
| YTD | -9.8% | -14.8% | +4.9% | -8.2% |
| 1Y | -22.1% | -43.6% | +21.5% | -11.2% |
| 3Y | -13.5% | +184.2% | -197.7% | -41.9% |
| 5Y | -81.6% | -66.3% | -15.3% | -79.7% |
| All | -25.7% | +569.0% | -594.7% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded SE 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling