+65.4%
PYPL vs EMR
+308.7%
-243.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.4% | -3.0% | -0.6% |
| 7D | +2.2% | +2.1% | 0.0% | +1.1% |
| 30D | +8.1% | +4.8% | +3.4% | +5.8% |
| 3M | +1.9% | +7.5% | -5.6% | -1.6% |
| 6M | +33.1% | +20.9% | +12.3% | +21.0% |
| YTD | +3.8% | +29.2% | -25.4% | -10.3% |
| 1Y | -8.3% | +33.0% | -41.3% | -21.9% |
| 3Y | +11.9% | +109.8% | -97.9% | -24.6% |
| 5Y | -70.4% | +91.9% | -162.4% | -79.5% |
| 10Y | +47.2% | +301.5% | -254.3% | -34.2% |
| All | +65.4% | +308.7% | -243.3% | -18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling