+44.1%
PYPL vs AXP
+471.5%
-427.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.5% |
| 7D | +2.7% | -2.1% | +4.8% | +3.9% |
| 30D | -4.9% | -6.5% | +1.6% | -1.5% |
| 3M | +28.9% | +4.6% | +24.2% | +25.6% |
| 6M | +18.2% | +5.4% | +12.8% | +14.7% |
| YTD | -5.0% | -11.1% | +6.1% | 0.0% |
| 1Y | -18.8% | -0.3% | -18.5% | -19.7% |
| 3Y | -12.6% | +111.6% | -124.2% | -41.4% |
| 5Y | -80.8% | +117.6% | -198.4% | -87.3% |
| All | +44.1% | +471.5% | -427.4% | -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