-15.5%
PYPL vs SE
+363.8%
-379.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.4% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | +5.7% | -20.9% | +26.6% | +12.3% |
| 3M | -1.9% | -38.9% | +37.0% | +11.6% |
| 6M | +31.8% | -19.4% | +51.2% | +37.4% |
| YTD | +2.4% | -40.9% | +43.4% | +14.9% |
| 1Y | -8.2% | -46.2% | +37.9% | +5.3% |
| 3Y | +10.2% | +63.7% | -53.5% | -13.4% |
| 5Y | -71.2% | -77.9% | +6.7% | -64.4% |
| All | -15.5% | +363.8% | -379.3% | -51.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling