-10.9%
AXP vs PBF
+92.2%
-103.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.4% | +1.1% |
| 7D | -1.1% | -7.4% | +6.2% | -1.3% |
| 30D | +5.2% | -17.5% | +22.7% | +4.7% |
| 3M | -4.6% | +13.1% | -17.7% | -4.0% |
| 6M | +3.2% | +72.6% | -69.4% | +6.1% |
| YTD | -11.3% | +161.2% | -172.5% | -9.9% |
| All | -10.9% | +92.2% | -103.0% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling