+117.0%
AXP vs PBF
+772.7%
-655.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.0% |
| 7D | -2.1% | +4.3% | -6.4% | -2.6% |
| 30D | -6.5% | +22.0% | -28.5% | -8.8% |
| 3M | +4.6% | +74.5% | -69.9% | -2.8% |
| 6M | +5.4% | +67.7% | -62.3% | -2.5% |
| YTD | -11.1% | +179.2% | -190.3% | -24.1% |
| 1Y | -0.3% | +170.0% | -170.3% | -15.2% |
| 3Y | +111.6% | +66.4% | +45.2% | +83.9% |
| All | +117.0% | +772.7% | -655.6% | +39.9% |
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