+10.2%
PYPL vs SRE
+24.6%
-14.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | +0.1% | +1.8% | -1.7% | -0.4% |
| 30D | +5.7% | -3.0% | +8.7% | +6.5% |
| 3M | -1.9% | -7.3% | +5.3% | +0.1% |
| 6M | +31.8% | -11.9% | +43.7% | +36.4% |
| YTD | +2.4% | -7.9% | +10.3% | +3.6% |
| 1Y | -8.2% | -11.1% | +2.9% | -5.9% |
| 3Y | +10.2% | +24.8% | -14.6% | -5.9% |
| All | +10.2% | +24.6% | -14.4% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling