+39.0%
PYPL vs EME
+1,301.6%
-1,262.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.4% |
| 7D | -5.9% | +0.9% | -6.9% | -6.3% |
| 30D | -9.4% | -8.4% | -1.0% | -7.1% |
| 3M | +31.3% | -3.6% | +34.9% | +30.8% |
| 6M | +19.1% | +3.6% | +15.5% | +14.6% |
| YTD | -7.9% | +22.5% | -30.4% | -17.0% |
| 1Y | -17.9% | +18.2% | -36.1% | -26.0% |
| 3Y | -11.6% | +238.4% | -250.0% | -48.8% |
| 5Y | -81.0% | +550.5% | -631.6% | -91.6% |
| All | +39.0% | +1,301.6% | -1,262.5% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling