+47.2%
PYPL vs AXP
+453.0%
-405.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.3% | +0.8% |
| 7D | +2.2% | -1.1% | +3.3% | +2.8% |
| 30D | +8.1% | +5.2% | +2.9% | +5.2% |
| 3M | +1.9% | -4.6% | +6.5% | +4.3% |
| 6M | +33.1% | +3.2% | +29.9% | +30.5% |
| YTD | +3.8% | -11.3% | +15.1% | +9.4% |
| 1Y | -8.3% | -11.0% | +2.7% | -3.6% |
| 3Y | +11.9% | +120.2% | -108.3% | -27.0% |
| 5Y | -70.4% | +91.7% | -162.2% | -79.4% |
| 10Y | +47.2% | +440.3% | -393.2% | -29.3% |
| All | +47.2% | +453.0% | -405.9% | -29.3% |
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