+51.4%
PYPL vs EMB
+47.2%
+4.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.1% | -3.1% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | -4.9% | -0.3% | -4.6% | -4.4% |
| 3M | +28.9% | -0.4% | +29.3% | +29.9% |
| 6M | +18.2% | +0.1% | +18.1% | +18.2% |
| YTD | -5.0% | +1.6% | -6.6% | -7.2% |
| 1Y | -18.8% | +5.6% | -24.4% | -25.3% |
| 3Y | -12.6% | +29.8% | -42.4% | -41.2% |
| 5Y | -80.8% | +7.3% | -88.1% | -82.7% |
| 10Y | +49.9% | +30.4% | +19.5% | +6.3% |
| All | +51.4% | +47.2% | +4.2% | -16.5% |
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