-12.8%
PYPL vs AXP
+110.9%
-123.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.4% |
| 7D | +2.7% | -2.1% | +4.8% | +4.1% |
| 30D | -4.9% | -6.5% | +1.6% | -1.0% |
| 3M | +28.9% | +4.6% | +24.2% | +24.9% |
| 6M | +18.2% | +5.4% | +12.8% | +14.0% |
| YTD | -5.0% | -11.1% | +6.1% | +1.1% |
| 1Y | -18.8% | -0.3% | -18.5% | -20.3% |
| All | -12.8% | +110.9% | -123.7% | -51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling