+51.4%
PYPL vs EMR
+268.4%
-217.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.8% | -3.8% |
| 7D | +2.7% | -1.5% | +4.2% | +3.4% |
| 30D | -4.9% | -5.6% | +0.7% | -2.5% |
| 3M | +28.9% | +7.9% | +20.9% | +23.6% |
| 6M | +18.2% | +6.0% | +12.2% | +13.3% |
| YTD | -5.0% | +16.4% | -21.5% | -13.7% |
| 1Y | -18.8% | +16.6% | -35.4% | -26.6% |
| 3Y | -12.6% | +62.9% | -75.4% | -33.6% |
| 5Y | -80.8% | +60.1% | -140.9% | -85.5% |
| 10Y | +49.9% | +268.7% | -218.8% | -30.4% |
| All | +51.4% | +268.4% | -217.0% | -21.9% |
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