+61.9%
PYPL vs EMB
+44.0%
+17.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.2% |
| 7D | +1.0% | +0.5% | +0.5% | +0.3% |
| 30D | +5.9% | +0.9% | +5.0% | +4.5% |
| 3M | -0.2% | -2.1% | +1.9% | +3.3% |
| 6M | +30.3% | -2.2% | +32.5% | +35.2% |
| YTD | +1.6% | -0.6% | +2.2% | +2.7% |
| 1Y | -10.3% | +0.2% | -10.5% | -10.4% |
| 3Y | +8.5% | +29.5% | -21.0% | -26.8% |
| 5Y | -71.0% | +8.0% | -78.9% | -74.0% |
| 10Y | +46.9% | +35.3% | +11.6% | -1.8% |
| All | +61.9% | +44.0% | +17.9% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling