+448.7%
AXP vs PBF
+276.6%
+172.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | +0.6% | -13.8% | +14.3% | +3.5% |
| 30D | +5.8% | -19.6% | +25.4% | +10.0% |
| 3M | -6.0% | +10.3% | -16.3% | -9.1% |
| 6M | +0.3% | +63.4% | -63.1% | -11.9% |
| YTD | -12.3% | +152.6% | -164.9% | -31.8% |
| 1Y | -11.2% | +87.4% | -98.6% | -26.7% |
| 3Y | +117.0% | +63.3% | +53.8% | +75.0% |
| 5Y | +93.2% | +412.5% | -319.3% | +7.1% |
| All | +448.7% | +276.6% | +172.1% | +143.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling