+63.2%
PYPL vs ADP
+386.8%
-323.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.3% |
| 7D | +3.9% | +3.2% | +0.7% | +1.6% |
| 30D | +7.8% | +14.9% | -7.1% | -2.6% |
| 3M | -0.7% | +11.6% | -12.3% | -8.6% |
| 6M | +28.8% | +48.5% | -19.7% | -4.1% |
| YTD | +2.4% | +20.6% | -18.2% | -11.3% |
| 1Y | -9.6% | +23.7% | -33.3% | -23.2% |
| 3Y | +9.7% | +47.8% | -38.1% | -18.5% |
| 5Y | -73.5% | +47.7% | -121.2% | -80.4% |
| 10Y | +46.5% | +324.0% | -277.5% | -49.1% |
| All | +63.2% | +386.8% | -323.6% | -48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling