+51.4%
PYPL vs EME
+1,579.6%
-1,528.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.8% | -3.6% |
| 7D | +2.7% | +1.9% | +0.8% | +2.1% |
| 30D | -4.9% | -8.3% | +3.4% | -2.3% |
| 3M | +28.9% | -10.7% | +39.6% | +31.8% |
| 6M | +18.2% | +1.9% | +16.3% | +14.3% |
| YTD | -5.0% | +23.5% | -28.5% | -15.1% |
| 1Y | -18.8% | +18.0% | -36.8% | -27.1% |
| 3Y | -12.6% | +236.1% | -248.7% | -50.4% |
| 5Y | -80.8% | +527.9% | -608.7% | -91.7% |
| 10Y | +49.9% | +1,252.8% | -1,202.9% | -57.0% |
| All | +51.4% | +1,579.6% | -1,528.2% | -62.4% |
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