-9.9%
PYPL vs EMR
+63.5%
-73.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.8% | -3.7% |
| 7D | +2.7% | -1.5% | +4.2% | +3.3% |
| 30D | -4.9% | -5.6% | +0.7% | -2.8% |
| 3M | +28.9% | +7.9% | +20.9% | +24.1% |
| 6M | +18.2% | +6.0% | +12.2% | +14.0% |
| YTD | -5.0% | +16.4% | -21.5% | -13.7% |
| 1Y | -18.8% | +16.6% | -35.4% | -26.6% |
| All | -9.9% | +63.5% | -73.4% | -31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling