+32.2%
EEM vs PYPL
-71.8%
+104.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -0.7% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | -5.4% | +5.7% | -11.1% | -6.3% |
| 3M | -8.6% | -1.9% | -6.7% | -8.6% |
| 6M | -8.9% | +31.8% | -40.7% | -14.2% |
| YTD | +11.9% | +2.4% | +9.5% | +9.8% |
| 1Y | +13.1% | -8.2% | +21.3% | +13.5% |
| 3Y | +70.7% | +10.2% | +60.4% | +60.2% |
| All | +32.2% | -71.8% | +104.0% | +51.1% |
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