-24.2%
PYPL vs SE
+597.4%
-621.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.5% |
| 7D | +1.7% | +0.6% | +1.1% | +1.6% |
| 30D | -9.7% | -0.1% | -9.7% | -10.3% |
| 3M | +29.2% | +34.1% | -4.9% | +17.8% |
| 6M | +13.9% | +23.2% | -9.3% | +5.6% |
| YTD | -8.1% | -11.2% | +3.1% | -7.5% |
| 1Y | -21.4% | -40.5% | +19.1% | -11.8% |
| 3Y | -11.8% | +196.3% | -208.1% | -41.5% |
| 5Y | -81.1% | -67.0% | -14.1% | -79.0% |
| All | -24.2% | +597.4% | -621.6% | -60.7% |
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