+128.5%
EEM vs PYPL
+44.3%
+84.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | -1.3% | -2.3% | +1.0% | -0.7% |
| 30D | +2.1% | -9.0% | +11.1% | +4.1% |
| 3M | +1.0% | +30.6% | -29.6% | -6.9% |
| 6M | +15.9% | +18.6% | -2.7% | +9.3% |
| YTD | +24.6% | -7.2% | +31.8% | +24.2% |
| 1Y | +32.3% | -19.3% | +51.5% | +36.3% |
| 3Y | +85.9% | -12.3% | +98.2% | +80.8% |
| 5Y | +45.4% | -80.9% | +126.3% | +115.9% |
| All | +128.5% | +44.3% | +84.3% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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