+86.1%
AXP vs PBF
+419.4%
-333.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | -0.1% | +6.5% | -6.6% | -0.8% |
| 30D | +4.4% | -20.0% | +24.4% | +6.7% |
| 3M | -6.4% | -3.3% | -3.1% | -6.7% |
| 6M | +4.2% | +76.8% | -72.6% | -3.9% |
| YTD | -12.4% | +168.9% | -181.3% | -25.1% |
| 1Y | -11.1% | +96.4% | -107.5% | -20.6% |
| 3Y | +114.9% | +77.2% | +37.7% | +84.4% |
| All | +86.1% | +419.4% | -333.3% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling