+91.7%
AXP vs PBF
+407.7%
-316.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.4% | +0.7% |
| 7D | -1.1% | -7.4% | +6.2% | -0.4% |
| 30D | +5.2% | -17.5% | +22.7% | +7.2% |
| 3M | -4.6% | +13.1% | -17.7% | -6.6% |
| 6M | +3.2% | +72.6% | -69.4% | -4.5% |
| YTD | -11.3% | +161.2% | -172.5% | -23.9% |
| 1Y | -11.0% | +93.3% | -104.3% | -20.4% |
| 3Y | +120.2% | +80.7% | +39.5% | +88.5% |
| 5Y | +91.7% | +396.1% | -304.4% | +36.8% |
| All | +91.7% | +407.7% | -316.0% | +36.8% |
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