-81.0%
PYPL vs EMR
+60.6%
-141.6%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.8% | -3.9% |
| 7D | +2.7% | -1.5% | +4.2% | +3.4% |
| 30D | -4.9% | -5.6% | +0.7% | -2.4% |
| 3M | +28.9% | +7.9% | +20.9% | +23.2% |
| 6M | +18.2% | +6.0% | +12.2% | +13.0% |
| YTD | -5.0% | +16.4% | -21.5% | -15.0% |
| 1Y | -18.8% | +16.6% | -35.4% | -27.7% |
| 3Y | -12.6% | +62.9% | -75.4% | -37.7% |
| All | -81.0% | +60.6% | -141.6% | -87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling