+9.7%
PYPL vs AXP
+117.6%
-107.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.2% |
| 7D | +3.9% | +0.6% | +3.3% | +3.6% |
| 30D | +7.8% | +5.8% | +2.0% | +4.2% |
| 3M | -0.7% | -6.0% | +5.4% | +2.9% |
| 6M | +28.8% | +0.3% | +28.5% | +27.9% |
| YTD | +2.4% | -12.3% | +14.6% | +9.6% |
| 1Y | -9.6% | -11.2% | +1.6% | -4.1% |
| 3Y | +9.7% | +117.0% | -107.4% | -38.5% |
| All | +9.7% | +117.6% | -107.9% | -38.5% |
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