+63.3%
PYPL vs EME
+1,369.2%
-1,305.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | +0.1% | +8.4% | -8.3% | -2.4% |
| 30D | +5.7% | -11.5% | +17.2% | +9.1% |
| 3M | -1.9% | -20.6% | +18.7% | +4.4% |
| 6M | +31.8% | -28.5% | +60.3% | +43.3% |
| YTD | +2.4% | +8.0% | -5.6% | -5.4% |
| 1Y | -8.2% | +6.8% | -15.0% | -15.0% |
| 3Y | +10.2% | +213.9% | -203.7% | -37.0% |
| 5Y | -71.2% | +414.8% | -486.0% | -86.8% |
| 10Y | +49.6% | +916.9% | -867.4% | -51.9% |
| All | +63.3% | +1,369.2% | -1,305.9% | -58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling