+41.5%
PYPL vs EMR
+270.5%
-229.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | +1.7% | +3.1% | -1.3% | +0.4% |
| 30D | -9.7% | -3.5% | -6.2% | -8.4% |
| 3M | +29.2% | +9.8% | +19.4% | +23.1% |
| 6M | +13.9% | +10.8% | +3.1% | +7.1% |
| YTD | -8.1% | +15.9% | -24.0% | -16.2% |
| 1Y | -21.4% | +16.4% | -37.8% | -28.7% |
| 3Y | -11.8% | +62.1% | -73.9% | -32.5% |
| 5Y | -81.1% | +62.9% | -144.1% | -85.8% |
| All | +41.5% | +270.5% | -229.0% | -25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling