+10.2%
PYPL vs ADP
+46.4%
-36.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.3% |
| 7D | +0.1% | +2.2% | -2.1% | -1.3% |
| 30D | +5.7% | +10.6% | -4.9% | -1.0% |
| 3M | -1.9% | +12.9% | -14.8% | -9.6% |
| 6M | +31.8% | +50.6% | -18.8% | -0.3% |
| YTD | +2.4% | +23.2% | -20.8% | -8.9% |
| 1Y | -8.2% | +25.3% | -33.5% | -19.5% |
| 3Y | +10.2% | +47.1% | -36.9% | -14.5% |
| All | +10.2% | +46.4% | -36.2% | -14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling