-19.0%
PYPL vs EMR
+19.4%
-38.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.6% |
| 7D | +2.4% | -1.5% | +3.9% | +2.7% |
| 30D | -5.1% | -5.6% | +0.5% | -4.2% |
| 3M | +28.6% | +7.9% | +20.6% | +26.4% |
| 6M | +17.9% | +6.0% | +11.9% | +16.3% |
| YTD | -5.3% | +16.4% | -21.7% | -11.0% |
| 1Y | -19.0% | +16.6% | -35.6% | -25.3% |
| All | -19.0% | +19.4% | -38.5% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling