-12.0%
PYPL vs ADVB
-96.8%
+84.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -23.6% | +25.2% | +1.8% |
| 7D | +0.1% | +27.8% | -27.7% | -0.2% |
| 30D | +5.7% | -50.8% | +56.4% | +6.0% |
| 3M | -1.9% | -70.5% | +68.6% | -1.3% |
| 6M | +31.8% | -46.7% | +78.6% | +31.0% |
| YTD | +2.4% | -56.7% | +59.1% | +1.7% |
| 1Y | -8.2% | -71.8% | +63.5% | -7.9% |
| All | -12.0% | -96.8% | +84.9% | +1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling