-19.0%
PYPL vs EMB
+5.7%
-24.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +2.4% | 0.0% | +2.4% | +2.4% |
| 30D | -5.1% | -0.3% | -4.8% | -4.6% |
| 3M | +28.6% | -0.4% | +29.0% | +29.6% |
| 6M | +17.9% | +0.1% | +17.8% | +18.2% |
| YTD | -5.3% | +1.6% | -6.8% | -8.3% |
| 1Y | -19.0% | +5.6% | -24.6% | -24.3% |
| All | -19.0% | +5.7% | -24.8% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling