+51.4%
PYPL vs SRE
+135.9%
-84.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.8% |
| 7D | +2.7% | -0.3% | +3.0% | +2.8% |
| 30D | -4.9% | -0.7% | -4.2% | -4.7% |
| 3M | +28.9% | -6.3% | +35.2% | +31.8% |
| 6M | +18.2% | -10.7% | +28.9% | +22.7% |
| YTD | -5.0% | -3.5% | -1.6% | -4.7% |
| 1Y | -18.8% | +5.3% | -24.1% | -21.5% |
| 3Y | -12.6% | +31.8% | -44.4% | -24.6% |
| 5Y | -80.8% | +47.4% | -128.1% | -84.2% |
| 10Y | +49.9% | +120.6% | -70.6% | +2.9% |
| All | +51.4% | +135.9% | -84.5% | -0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling