+41.5%
PYPL vs ADP
+282.8%
-241.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -1.0% | -1.6% |
| 7D | +2.7% | -3.4% | +6.1% | +5.2% |
| 30D | -4.9% | +2.8% | -7.7% | -6.9% |
| 3M | +28.9% | +20.9% | +7.9% | +12.1% |
| 6M | +18.2% | +29.9% | -11.6% | -3.0% |
| YTD | -5.0% | +9.6% | -14.7% | -11.6% |
| 1Y | -18.8% | -5.3% | -13.6% | -16.3% |
| 3Y | -12.6% | +16.5% | -29.1% | -22.8% |
| 5Y | -80.8% | +49.4% | -130.2% | -85.8% |
| All | +41.5% | +282.8% | -241.3% | -38.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling