+51.9%
PYPL vs EMR
+279.1%
-227.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -1.1% | +2.7% | -3.8% | -2.3% |
| 30D | +3.8% | +2.1% | +1.7% | +2.7% |
| 3M | -1.3% | +2.3% | -3.5% | -2.5% |
| 6M | +29.0% | +22.5% | +6.5% | +16.7% |
| YTD | +0.7% | +27.2% | -26.4% | -12.1% |
| 1Y | -12.3% | +28.0% | -40.3% | -23.8% |
| 3Y | +7.6% | +103.4% | -95.8% | -26.1% |
| 5Y | -71.7% | +88.2% | -159.9% | -80.1% |
| All | +51.9% | +279.1% | -227.2% | -23.3% |
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