-21.4%
PYPL vs EMB
+5.1%
-26.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.0% |
| 7D | +1.7% | +0.3% | +1.5% | +1.3% |
| 30D | -9.7% | -0.5% | -9.3% | -9.0% |
| 3M | +29.2% | +0.3% | +28.9% | +28.7% |
| 6M | +13.9% | +1.2% | +12.7% | +11.9% |
| YTD | -8.1% | +1.5% | -9.6% | -10.9% |
| 1Y | -21.4% | +4.8% | -26.2% | -26.4% |
| All | -21.4% | +5.1% | -26.5% | -26.4% |
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