-81.1%
PYPL vs EMB
+7.3%
-88.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.9% |
| 3M | +29.2% | +0.3% | +28.9% | +28.7% |
| 6M | +13.9% | +1.2% | +12.7% | +11.8% |
| YTD | -8.1% | +1.5% | -9.6% | -10.2% |
| 1Y | -21.4% | +4.8% | -26.2% | -27.2% |
| 3Y | -11.8% | +30.4% | -42.2% | -42.8% |
| 5Y | -81.1% | +7.3% | -88.4% | -85.2% |
| All | -81.1% | +7.3% | -88.5% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling