+582.6%
AXP vs PBF
+303.9%
+278.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | -2.1% | +4.3% | -6.4% | -2.9% |
| 30D | -6.5% | +22.0% | -28.5% | -10.4% |
| 3M | +4.6% | +74.5% | -69.9% | -7.5% |
| 6M | +5.4% | +67.7% | -62.3% | -7.6% |
| YTD | -11.1% | +179.2% | -190.3% | -30.6% |
| 1Y | -0.3% | +170.0% | -170.3% | -22.7% |
| 3Y | +111.6% | +66.4% | +45.2% | +73.6% |
| 5Y | +117.6% | +764.5% | -646.9% | +12.3% |
| 10Y | +474.1% | +358.5% | +115.6% | +167.8% |
| All | +582.6% | +303.9% | +278.7% | +209.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling