+50.1%
PYPL vs AXP
+428.9%
-378.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.2% | -2.9% | +1.7% | +0.3% |
| 30D | +6.1% | +3.7% | +2.4% | +4.0% |
| 3M | +1.1% | -4.9% | +6.0% | +3.7% |
| 6M | +32.7% | +4.1% | +28.7% | +29.5% |
| YTD | +2.8% | -11.7% | +14.5% | +8.5% |
| 1Y | -10.8% | -11.7% | +1.0% | -5.8% |
| 3Y | +9.8% | +116.5% | -106.7% | -27.8% |
| 5Y | -70.2% | +89.5% | -159.7% | -79.2% |
| 10Y | +50.1% | +424.9% | -374.8% | -30.3% |
| All | +50.1% | +428.9% | -378.8% | -30.3% |
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