+48.3%
PYPL vs EMR
+282.1%
-233.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.6% |
| 7D | +1.0% | +0.7% | +0.3% | +0.6% |
| 30D | +5.9% | +3.5% | +2.3% | +4.1% |
| 3M | -0.2% | +5.9% | -6.2% | -3.0% |
| 6M | +30.3% | +19.4% | +10.9% | +19.2% |
| YTD | +1.6% | +27.7% | -26.1% | -11.6% |
| 1Y | -10.3% | +30.9% | -41.2% | -22.9% |
| 3Y | +8.5% | +104.2% | -95.7% | -25.7% |
| 5Y | -71.0% | +89.6% | -160.6% | -79.7% |
| All | +48.3% | +282.1% | -233.9% | -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 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