-19.0%
PYPL vs ADVB
+5.8%
-24.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.3% |
| 7D | +2.4% | -3.8% | +6.2% | +2.4% |
| 30D | -5.1% | +17.6% | -22.7% | -5.1% |
| 3M | +28.6% | +119.1% | -90.6% | +29.3% |
| 6M | +17.9% | +103.4% | -85.4% | +18.0% |
| YTD | -5.3% | +59.8% | -65.1% | -4.6% |
| 1Y | -19.0% | +8.5% | -27.6% | -18.6% |
| All | -19.0% | +5.8% | -24.9% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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