-81.0%
PYPL vs AXP
+118.2%
-199.2%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.3% |
| 7D | +2.7% | -2.1% | +4.8% | +4.2% |
| 30D | -4.9% | -6.5% | +1.6% | -0.6% |
| 3M | +28.9% | +4.6% | +24.2% | +24.5% |
| 6M | +18.2% | +5.4% | +12.8% | +13.5% |
| YTD | -5.0% | -11.1% | +6.1% | +1.5% |
| 1Y | -18.8% | -0.3% | -18.5% | -20.4% |
| 3Y | -12.6% | +111.6% | -124.2% | -51.5% |
| All | -81.0% | +118.2% | -199.2% | -90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling