-81.6%
PYPL vs SRE
+48.6%
-130.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | -4.3% | +1.5% | -5.8% | -4.9% |
| 30D | -11.5% | +0.8% | -12.3% | -11.8% |
| 3M | +26.1% | -5.8% | +31.9% | +28.7% |
| 6M | +13.7% | -7.8% | +21.5% | +16.5% |
| YTD | -9.8% | -2.4% | -7.5% | -10.2% |
| 1Y | -22.1% | +8.9% | -31.0% | -26.0% |
| 3Y | -13.5% | +31.1% | -44.6% | -27.7% |
| 5Y | -81.6% | +48.6% | -130.2% | -85.4% |
| All | -81.6% | +48.6% | -130.2% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling