+39.0%
PYPL vs SRE
+124.1%
-85.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.6% |
| 7D | -5.9% | -0.7% | -5.3% | -5.7% |
| 30D | -9.4% | -1.7% | -7.7% | -8.9% |
| 3M | +31.3% | -7.1% | +38.4% | +34.7% |
| 6M | +19.1% | -8.4% | +27.5% | +22.3% |
| YTD | -7.9% | -3.5% | -4.4% | -7.6% |
| 1Y | -17.9% | +5.4% | -23.3% | -20.6% |
| 3Y | -11.6% | +29.5% | -41.1% | -23.2% |
| 5Y | -81.0% | +48.3% | -129.4% | -84.4% |
| All | +39.0% | +124.1% | -85.0% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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