+89.6%
AXP vs PBF
+407.6%
-318.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.4% | +3.9% | -2.7% |
| 7D | +0.6% | -13.8% | +14.3% | +2.1% |
| 30D | +5.8% | -19.6% | +25.4% | +8.0% |
| 3M | -6.0% | +10.3% | -16.3% | -7.7% |
| 6M | +0.3% | +63.4% | -63.1% | -6.6% |
| YTD | -12.3% | +152.6% | -164.9% | -24.4% |
| 1Y | -11.2% | +87.4% | -98.6% | -20.4% |
| 3Y | +117.0% | +63.3% | +53.8% | +88.1% |
| All | +89.6% | +407.6% | -318.1% | +34.5% |
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