+62.4%
PYPL vs AXP
+391.1%
-328.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -0.9% |
| 7D | +3.5% | +0.4% | +3.1% | +3.4% |
| 30D | +8.0% | +7.0% | +0.9% | +4.2% |
| 3M | +2.0% | -6.6% | +8.6% | +5.5% |
| 6M | +27.6% | +3.5% | +24.1% | +24.9% |
| YTD | +1.9% | -11.2% | +13.1% | +7.2% |
| 1Y | -12.4% | -10.2% | -2.2% | -8.5% |
| 3Y | +6.3% | +120.0% | -113.8% | -29.9% |
| 5Y | -73.6% | +95.6% | -169.2% | -81.6% |
| 10Y | +45.8% | +468.1% | -422.4% | -38.8% |
| All | +62.4% | +391.1% | -328.7% | -21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling