+46.6%
EEM vs PYPL
-81.6%
+128.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.2% |
| 7D | +2.0% | -4.3% | +6.3% | +2.7% |
| 30D | +5.1% | -11.5% | +16.5% | +7.1% |
| 3M | +4.6% | +26.1% | -21.6% | -0.8% |
| 6M | +17.8% | +13.7% | +4.1% | +13.7% |
| YTD | +25.8% | -9.8% | +35.7% | +26.4% |
| 1Y | +36.4% | -22.1% | +58.5% | +40.7% |
| 3Y | +90.0% | -13.5% | +103.5% | +87.0% |
| 5Y | +46.6% | -81.6% | +128.2% | +80.8% |
| All | +46.6% | -81.6% | +128.2% | +80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling