-19.0%
PYPL vs ADP
-4.5%
-14.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.1% |
| 7D | +2.4% | -3.4% | +5.9% | +4.5% |
| 30D | -5.1% | +2.8% | -7.9% | -6.8% |
| 3M | +28.6% | +20.9% | +7.6% | +14.5% |
| 6M | +17.9% | +29.9% | -11.9% | +0.4% |
| YTD | -5.3% | +9.6% | -14.9% | -3.0% |
| 1Y | -19.0% | -5.3% | -13.8% | -7.4% |
| All | -19.0% | -4.5% | -14.5% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 1y: compounded portfolio wealth divided by compounded ADP 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…
1y analysis · Full analysis span regression · 6 months rolling