+51.9%
PYPL vs AXP
+414.5%
-362.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.2% |
| 7D | -1.1% | -2.1% | +1.0% | 0.0% |
| 30D | +3.8% | +2.7% | +1.1% | +2.3% |
| 3M | -1.3% | -7.3% | +6.0% | +2.6% |
| 6M | +29.0% | +1.8% | +27.3% | +27.4% |
| YTD | +0.7% | -13.1% | +13.8% | +7.3% |
| 1Y | -12.3% | -13.7% | +1.4% | -6.3% |
| 3Y | +7.6% | +113.1% | -105.5% | -28.7% |
| 5Y | -71.7% | +85.9% | -157.6% | -80.1% |
| All | +51.9% | +414.5% | -362.6% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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