-70.4%
PYPL vs AXP
+91.8%
-162.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.3% | +0.7% |
| 7D | +2.2% | -1.1% | +3.3% | +3.0% |
| 30D | +8.1% | +5.2% | +2.9% | +4.3% |
| 3M | +1.9% | -4.6% | +6.5% | +5.0% |
| 6M | +33.1% | +3.2% | +29.9% | +29.4% |
| YTD | +3.8% | -11.3% | +15.1% | +11.0% |
| 1Y | -8.3% | -11.0% | +2.7% | -2.4% |
| 3Y | +11.9% | +120.2% | -108.3% | -41.3% |
| 5Y | -70.4% | +91.7% | -162.2% | -83.0% |
| All | -70.4% | +91.8% | -162.3% | -83.0% |
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